-19.6%
TSN vs FRSH
-72.4%
+52.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -1.0% |
| 7D | -7.3% | -9.6% | +2.3% | -6.9% |
| 30D | -8.6% | -0.4% | -8.2% | -8.7% |
| 3M | -7.5% | +27.2% | -34.7% | -8.5% |
| 6M | -14.1% | +42.2% | -56.3% | -15.5% |
| YTD | -9.4% | -2.6% | -6.8% | -9.7% |
| 1Y | -4.1% | -10.2% | +6.1% | -4.2% |
| 3Y | +10.3% | -45.5% | +55.9% | +11.0% |
| All | -19.6% | -72.4% | +52.8% | -21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling