+157.8%
TT vs FRSH
-72.5%
+230.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -1.2% | -6.6% | +5.4% | -0.4% |
| 30D | -7.3% | +2.1% | -9.4% | -7.7% |
| 3M | -3.6% | +29.0% | -32.6% | -7.0% |
| 6M | +2.8% | +48.6% | -45.8% | -3.2% |
| YTD | +14.5% | -2.9% | +17.4% | +13.6% |
| 1Y | +7.4% | -7.9% | +15.3% | +7.2% |
| 3Y | +116.2% | -46.5% | +162.7% | +128.8% |
| All | +157.8% | -72.5% | +230.3% | +164.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling