+160.9%
TT vs FRSH
-70.6%
+231.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.7% | +5.6% | +1.4% |
| 7D | 0.0% | -8.2% | +8.2% | +0.9% |
| 30D | -7.2% | +10.5% | -17.7% | -8.4% |
| 3M | -3.0% | +32.7% | -35.7% | -6.6% |
| 6M | +1.4% | +50.3% | -48.9% | -4.6% |
| YTD | +15.9% | +3.9% | +12.0% | +14.1% |
| 1Y | +9.4% | -2.2% | +11.6% | +8.5% |
| 3Y | +124.4% | -42.9% | +167.3% | +135.7% |
| All | +160.9% | -70.6% | +231.5% | +166.1% |
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