-84.3%
FRMI vs TCOM
-45.4%
-38.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.9% | +6.2% | +5.4% |
| 7D | +2.4% | -9.5% | +11.9% | +2.8% |
| 30D | -17.3% | -10.7% | -6.6% | -17.0% |
| 3M | -17.2% | -14.6% | -2.5% | -15.5% |
| 6M | -43.4% | -19.3% | -24.0% | -41.2% |
| YTD | -36.0% | -42.9% | +6.9% | -24.0% |
| All | -84.3% | -45.4% | -38.9% | -80.9% |
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