-82.4%
FRMI vs THC
+28.1%
-110.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -2.3% | +13.8% | +11.6% |
| 7D | +23.3% | -2.6% | +25.9% | +23.5% |
| 30D | -7.6% | -1.2% | -6.4% | -7.6% |
| 3M | +0.2% | +58.9% | -58.7% | -5.2% |
| 6M | -28.7% | +9.3% | -38.0% | -33.3% |
| YTD | -28.6% | +30.4% | -59.0% | -31.5% |
| All | -82.4% | +28.1% | -110.5% | -83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling