-83.4%
FRMI vs TD
+52.3%
-135.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.4% | -3.6% |
| 7D | +10.9% | -2.6% | +13.5% | +14.4% |
| 30D | -24.3% | -1.0% | -23.3% | -23.5% |
| 3M | -21.8% | +5.6% | -27.4% | -28.1% |
| 6M | -33.0% | +27.1% | -60.1% | -50.7% |
| YTD | -32.6% | +29.4% | -62.0% | -51.3% |
| All | -83.4% | +52.3% | -135.7% | -89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 3y: compounded portfolio wealth divided by compounded TD 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…
3y analysis · Full analysis span regression · 6 months rolling