-83.0%
FRMI vs TD
+51.0%
-134.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.0% | -1.7% |
| 7D | +15.9% | -1.9% | +17.9% | +18.5% |
| 30D | -6.0% | -1.6% | -4.4% | -4.2% |
| 3M | -1.6% | +4.6% | -6.2% | -8.5% |
| 6M | -30.7% | +26.8% | -57.5% | -48.8% |
| YTD | -30.9% | +28.3% | -59.2% | -49.5% |
| All | -83.0% | +51.0% | -134.0% | -89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling