+117.0%
TT vs FRSH
-46.2%
+163.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | +1.4% | -9.6% | +11.0% | +1.9% |
| 30D | -6.7% | -0.4% | -6.2% | -6.7% |
| 3M | -5.4% | +27.2% | -32.6% | -6.9% |
| 6M | +4.4% | +42.2% | -37.8% | +1.5% |
| YTD | +14.9% | -2.6% | +17.5% | +16.1% |
| 1Y | +9.3% | -10.2% | +19.4% | +11.5% |
| All | +117.0% | -46.2% | +163.3% | +145.3% |
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