-84.3%
FRMI vs BTSG
+110.0%
-194.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.1% | +6.5% | +5.9% |
| 7D | +2.4% | +2.7% | -0.3% | +1.0% |
| 30D | -17.3% | -3.6% | -13.7% | -16.4% |
| 3M | -17.2% | +5.8% | -23.0% | -16.8% |
| 6M | -43.4% | +44.7% | -88.1% | -48.8% |
| YTD | -36.0% | +62.2% | -98.2% | -43.2% |
| All | -84.3% | +110.0% | -194.3% | -83.2% |
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