-56.5%
FRMI vs TLN
+0.2%
-56.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -2.8% | +29.5% | +28.8% |
| 7D | +66.2% | +11.0% | +55.2% | +53.5% |
| 30D | -17.4% | +4.9% | -22.3% | -20.3% |
| 3M | -60.5% | +4.9% | -65.4% | -62.0% |
| 6M | -56.5% | +7.1% | -63.6% | -58.1% |
| All | -56.5% | +0.2% | -56.7% | -58.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling