+91.5%
TT vs FRSH
-27.1%
+118.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +4.0% | +4.6% | -0.6% | +3.9% |
| 30D | -11.3% | -7.5% | -3.9% | -11.1% |
| 3M | -12.3% | -0.1% | -12.2% | -12.4% |
| 6M | -10.8% | +54.5% | -65.4% | -13.2% |
| YTD | +8.2% | +3.4% | +4.7% | +9.1% |
| 1Y | +1.5% | +6.4% | -4.9% | +1.9% |
| 3Y | +91.5% | -26.3% | +117.7% | +102.2% |
| All | +91.5% | -27.1% | +118.6% | +102.2% |
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