+398.4%
TSM vs FRSH
-46.5%
+444.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | +2.6% | -11.2% | +13.8% | +4.1% |
| 30D | +1.4% | -0.8% | +2.2% | +1.3% |
| 3M | +5.0% | +26.4% | -21.4% | +0.7% |
| 6M | +24.0% | +48.4% | -24.4% | +15.0% |
| YTD | +41.6% | -3.1% | +44.7% | +42.5% |
| 1Y | +66.2% | -8.7% | +74.9% | +69.2% |
| All | +398.4% | -46.5% | +444.9% | +456.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FRSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling