-83.4%
FRMI vs TDY
+2.6%
-86.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.7% |
| 7D | +10.9% | -1.9% | +12.8% | +12.9% |
| 30D | -24.3% | -12.5% | -11.8% | -13.6% |
| 3M | -21.8% | -0.8% | -21.0% | -20.5% |
| 6M | -33.0% | -9.0% | -24.1% | -26.5% |
| YTD | -32.6% | +16.8% | -49.4% | -36.9% |
| All | -83.4% | +2.6% | -86.0% | -85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling