-84.3%
FRMI vs TLN
-25.1%
-59.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.8% | +1.6% | +2.6% |
| 7D | +2.4% | +7.1% | -4.7% | -2.4% |
| 30D | -17.3% | -3.9% | -13.4% | -14.3% |
| 3M | -17.2% | -16.2% | -1.0% | -6.9% |
| 6M | -43.4% | -5.8% | -37.5% | -41.6% |
| YTD | -36.0% | -15.4% | -20.6% | -31.1% |
| All | -84.3% | -25.1% | -59.1% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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