-93.2%
FRMI vs BTSG
+111.7%
-204.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.1% | -10.5% | -10.5% |
| 7D | -39.7% | +17.4% | -57.1% | -45.0% |
| 30D | -55.2% | +12.6% | -67.8% | -58.1% |
| 3M | -71.2% | +11.2% | -82.4% | -73.2% |
| 6M | -64.1% | +30.4% | -94.5% | -68.6% |
| YTD | -77.2% | +86.4% | -163.6% | -83.6% |
| 1Y | -93.2% | +117.9% | -211.1% | -95.5% |
| All | -93.2% | +111.7% | -204.9% | -95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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