-83.4%
FRMI vs BTSG
+100.1%
-183.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.6% | +4.1% | +0.8% |
| 7D | +10.9% | -5.8% | +16.7% | +14.3% |
| 30D | -24.3% | 0.0% | -24.3% | -24.7% |
| 3M | -21.8% | -4.5% | -17.3% | -17.5% |
| 6M | -33.0% | +40.0% | -73.1% | -38.2% |
| YTD | -32.6% | +54.6% | -87.2% | -38.8% |
| All | -83.4% | +100.1% | -183.6% | -81.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling