-84.3%
FRMI vs TMF
-22.1%
-62.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.4% | +5.0% | +5.1% |
| 7D | +2.4% | -1.4% | +3.8% | +3.3% |
| 30D | -17.3% | -2.8% | -14.5% | -15.8% |
| 3M | -17.2% | -10.9% | -6.2% | -11.5% |
| 6M | -43.4% | -21.3% | -22.0% | -36.5% |
| YTD | -36.0% | -15.9% | -20.1% | -32.0% |
| All | -84.3% | -22.1% | -62.2% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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