-85.1%
FRMI vs TECH
+21.0%
-106.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +0.1% | +26.6% | +26.7% |
| 7D | +66.2% | +0.1% | +66.1% | +66.3% |
| 30D | -17.4% | +0.5% | -17.9% | -17.4% |
| 3M | -60.5% | +1.1% | -61.6% | -60.4% |
| 6M | -56.5% | +62.8% | -119.3% | -52.7% |
| YTD | -67.4% | +24.5% | -91.8% | -66.5% |
| 1Y | -85.1% | +20.6% | -105.7% | -84.8% |
| All | -85.1% | +21.0% | -106.1% | -84.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling