-83.0%
FRMI vs TCOM
-47.8%
-35.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | +0.1% | -3.0% |
| 7D | +15.9% | -10.2% | +26.1% | +16.4% |
| 30D | -6.0% | -16.8% | +10.9% | -5.3% |
| 3M | -1.6% | -16.7% | +15.1% | -0.3% |
| 6M | -30.7% | -27.1% | -3.6% | -26.4% |
| YTD | -30.9% | -45.5% | +14.6% | -17.8% |
| All | -83.0% | -47.8% | -35.2% | -79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling