+132.3%
TT vs FRSH
-66.7%
+199.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +4.0% | +4.6% | -0.6% | +3.5% |
| 30D | -11.3% | -7.5% | -3.9% | -10.7% |
| 3M | -12.3% | -0.1% | -12.2% | -12.6% |
| 6M | -10.8% | +54.5% | -65.4% | -16.5% |
| YTD | +8.2% | +3.4% | +4.7% | +6.2% |
| 1Y | +1.5% | +6.4% | -4.9% | -0.9% |
| 3Y | +91.5% | -26.3% | +117.7% | +92.9% |
| All | +132.3% | -66.7% | +199.0% | +133.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling