-95.3%
FRMI vs THC
+43.5%
-138.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.4% | -7.7% | -7.3% |
| 7D | -24.3% | +8.8% | -33.2% | -24.5% |
| 30D | -55.1% | +10.0% | -65.1% | -55.2% |
| 3M | -73.8% | +11.7% | -85.5% | -73.9% |
| 6M | -70.6% | +52.5% | -123.0% | -71.7% |
| YTD | -80.8% | +46.1% | -126.8% | -81.6% |
| 1Y | -93.9% | +49.1% | -143.0% | -94.1% |
| All | -95.3% | +43.5% | -138.8% | -95.5% |
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