-84.3%
FRMI vs TDY
+5.0%
-89.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.5% | +4.9% | +4.9% |
| 7D | +2.4% | -1.8% | +4.2% | +4.3% |
| 30D | -17.3% | -10.7% | -6.6% | -7.6% |
| 3M | -17.2% | -1.3% | -15.9% | -16.0% |
| 6M | -43.4% | -10.6% | -32.8% | -36.9% |
| YTD | -36.0% | +19.6% | -55.6% | -41.3% |
| All | -84.3% | +5.0% | -89.3% | -86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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