-93.2%
FRMI vs TLN
-17.6%
-75.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -8.5% | -2.0% | -4.3% |
| 7D | -39.7% | -6.0% | -33.7% | -36.9% |
| 30D | -55.2% | -1.5% | -53.6% | -54.8% |
| 3M | -71.2% | -3.9% | -67.3% | -70.3% |
| 6M | -64.1% | -15.0% | -49.1% | -60.1% |
| YTD | -77.2% | -12.8% | -64.4% | -76.5% |
| 1Y | -93.2% | -17.3% | -75.8% | -92.2% |
| All | -93.2% | -17.6% | -75.6% | -92.2% |
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