-83.1%
FRMI vs TD
+53.3%
-136.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.2% |
| 7D | +7.4% | -0.5% | +8.0% | +8.0% |
| 30D | -27.6% | -1.9% | -25.7% | -26.0% |
| 3M | -20.9% | +4.8% | -25.6% | -26.4% |
| 6M | -36.6% | +28.0% | -64.6% | -53.8% |
| YTD | -31.3% | +30.3% | -61.5% | -50.7% |
| All | -83.1% | +53.3% | -136.4% | -89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling