-83.1%
FRMI vs TECH
+30.5%
-113.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +2.0% | +2.0% |
| 7D | +7.4% | -0.4% | +7.8% | +7.4% |
| 30D | -27.6% | 0.0% | -27.6% | -27.6% |
| 3M | -20.9% | +33.7% | -54.5% | -16.5% |
| 6M | -36.6% | +34.9% | -71.5% | -32.6% |
| YTD | -31.3% | +23.2% | -54.4% | -27.0% |
| All | -83.1% | +30.5% | -113.6% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 10y: compounded portfolio wealth divided by compounded TECH 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…
10y analysis · Full analysis span regression · 6 months rolling