-74.6%
FRMI vs TAP
-4.4%
-70.2%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | -0.7% | +18.3% | +16.8% |
| 7D | -0.5% | -8.0% | +7.4% | -7.9% |
| 30D | -44.3% | +4.1% | -48.4% | -40.6% |
| 3M | -74.6% | -4.4% | -70.2% | -74.7% |
| All | -74.6% | -4.4% | -70.2% | -74.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling