-83.4%
FRMI vs TECH
+30.4%
-113.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.6% |
| 7D | +10.9% | -0.5% | +11.4% | +10.8% |
| 30D | -24.3% | 0.0% | -24.3% | -24.3% |
| 3M | -21.8% | +37.4% | -59.2% | -16.7% |
| 6M | -33.0% | +36.9% | -69.9% | -28.8% |
| YTD | -32.6% | +23.1% | -55.7% | -28.5% |
| All | -83.4% | +30.4% | -113.9% | -82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling