+10.7%
TTMI vs FRSH
+21.1%
-10.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -6.3% | -3.8% | -11.8% |
| 7D | -19.2% | -13.8% | -5.4% | -22.9% |
| 30D | -44.9% | +0.3% | -45.2% | -44.6% |
| 3M | -44.7% | +10.1% | -54.9% | -42.3% |
| 6M | -53.4% | +47.7% | -101.1% | -47.2% |
| YTD | +6.3% | +8.2% | -1.9% | +25.5% |
| 1Y | +10.7% | +21.4% | -10.7% | +17.7% |
| All | +10.7% | +21.1% | -10.4% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling