-92.0%
FRMI vs TECH
+31.9%
-123.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -51.1% |
| YTD | -67.4% | +24.5% | -91.8% | -65.3% |
| 1Y | -85.1% | +20.6% | -105.7% | -84.4% |
| All | -92.0% | +31.9% | -123.9% | -91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling