+42.9%
TXG vs FRSH
-46.4%
+89.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.2% | +3.3% |
| 7D | +9.5% | -6.6% | +16.1% | +12.3% |
| 30D | +18.8% | +2.1% | +16.7% | +17.0% |
| 3M | +136.1% | +29.0% | +107.2% | +107.8% |
| 6M | +235.2% | +48.6% | +186.6% | +171.8% |
| YTD | +320.5% | -2.9% | +323.5% | +311.3% |
| 1Y | +425.2% | -7.9% | +433.1% | +424.6% |
| 3Y | +42.9% | -46.5% | +89.4% | +65.4% |
| All | +42.9% | -46.4% | +89.3% | +65.4% |
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