-93.7%
FRMI vs TLN
-8.7%
-85.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +2.1% | +11.7% | +12.2% |
| 7D | +34.6% | +22.3% | +12.4% | +16.7% |
| 30D | -44.6% | +1.2% | -45.8% | -44.6% |
| 3M | -72.9% | +5.9% | -78.8% | -74.0% |
| 6M | -62.3% | +3.2% | -65.6% | -63.7% |
| YTD | -74.3% | +3.2% | -77.4% | -75.9% |
| 1Y | -90.5% | +5.2% | -95.7% | -91.1% |
| All | -93.7% | -8.7% | -85.0% | -93.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling