-94.4%
FRMI vs TAP
-9.6%
-84.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | -0.7% | +18.3% | +17.0% |
| 7D | -0.5% | -8.0% | +7.4% | -6.3% |
| 30D | -44.3% | +4.1% | -48.4% | -41.7% |
| 3M | -74.6% | -4.4% | -70.2% | -74.6% |
| 6M | -66.3% | -1.9% | -64.3% | -65.2% |
| YTD | -77.4% | -12.1% | -65.3% | -78.3% |
| 1Y | -91.7% | -12.0% | -79.7% | -92.0% |
| All | -94.4% | -9.6% | -84.8% | -94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling