+425.2%
TXG vs FRSH
-9.2%
+434.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.2% | +3.3% |
| 7D | +9.5% | -6.6% | +16.1% | +11.1% |
| 30D | +18.8% | +2.1% | +16.7% | +17.7% |
| 3M | +136.1% | +29.0% | +107.2% | +117.1% |
| 6M | +235.2% | +48.6% | +186.6% | +187.1% |
| YTD | +320.5% | -2.9% | +323.5% | +341.2% |
| 1Y | +425.2% | -7.9% | +433.1% | +392.9% |
| All | +425.2% | -9.2% | +434.4% | +392.9% |
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