-62.3%
FRMI vs TAP
-3.2%
-59.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -0.3% | +14.1% | +13.5% |
| 7D | +34.6% | -6.3% | +41.0% | +26.5% |
| 30D | -44.6% | +2.7% | -47.3% | -41.2% |
| 3M | -72.9% | -3.7% | -69.2% | -72.8% |
| 6M | -62.3% | -2.0% | -60.3% | -59.7% |
| All | -62.3% | -3.2% | -59.2% | -59.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling