-93.2%
FRMI vs TCOM
-39.6%
-53.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +3.2% | -13.7% | -10.1% |
| 7D | -39.7% | +10.7% | -50.4% | -39.0% |
| 30D | -55.2% | +10.1% | -65.2% | -54.7% |
| 3M | -71.2% | -8.9% | -62.3% | -70.8% |
| 6M | -64.1% | -19.2% | -44.9% | -62.1% |
| YTD | -77.2% | -40.6% | -36.6% | -73.3% |
| 1Y | -93.2% | -39.0% | -54.1% | -91.9% |
| All | -93.2% | -39.6% | -53.5% | -91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling