-93.2%
FRMI vs TDY
+22.9%
-116.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -4.8% | -5.8% | -4.8% |
| 7D | -39.7% | -5.0% | -34.7% | -35.7% |
| 30D | -55.2% | +2.0% | -57.2% | -55.8% |
| 3M | -71.2% | -7.7% | -63.5% | -68.1% |
| 6M | -64.1% | -0.9% | -63.2% | -63.1% |
| YTD | -77.2% | +23.7% | -101.0% | -84.2% |
| 1Y | -93.2% | +23.6% | -116.8% | -95.2% |
| All | -93.2% | +22.9% | -116.1% | -95.2% |
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