-93.2%
FRMI vs THC
+46.1%
-139.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +9.6% | -20.1% | -11.7% |
| 7D | -39.7% | +8.8% | -48.6% | -40.4% |
| 30D | -55.2% | +12.6% | -67.8% | -55.9% |
| 3M | -71.2% | +15.4% | -86.5% | -71.8% |
| 6M | -64.1% | +57.7% | -121.8% | -67.4% |
| YTD | -77.2% | +47.1% | -124.3% | -79.2% |
| 1Y | -93.2% | +40.7% | -133.9% | -93.8% |
| All | -93.2% | +46.1% | -139.3% | -93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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