-93.7%
FRMI vs THC
+41.8%
-135.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -2.1% | +15.9% | +13.9% |
| 7D | +34.6% | +0.1% | +34.5% | +34.6% |
| 30D | -44.6% | +7.5% | -52.1% | -44.7% |
| 3M | -72.9% | +7.5% | -80.4% | -73.0% |
| 6M | -62.3% | +46.4% | -108.8% | -63.6% |
| YTD | -74.3% | +44.4% | -118.6% | -75.4% |
| 1Y | -90.5% | +43.4% | -134.0% | -91.3% |
| All | -93.7% | +41.8% | -135.5% | -94.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling