-93.7%
FRMI vs TAP
-9.9%
-83.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -0.3% | +14.1% | +13.6% |
| 7D | +34.6% | -6.3% | +41.0% | +28.8% |
| 30D | -44.6% | +2.7% | -47.3% | -42.5% |
| 3M | -72.9% | -3.7% | -69.2% | -72.8% |
| 6M | -62.3% | -2.0% | -60.3% | -61.2% |
| YTD | -74.3% | -12.3% | -61.9% | -75.3% |
| 1Y | -90.5% | -10.1% | -80.5% | -90.8% |
| All | -93.7% | -9.9% | -83.8% | -93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling