-93.2%
FRMI vs TMF
-23.9%
-69.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +2.5% | -13.0% | -11.5% |
| 7D | -39.7% | +4.0% | -43.7% | -40.8% |
| 30D | -55.2% | +19.5% | -74.6% | -59.4% |
| 3M | -71.2% | -3.5% | -67.6% | -70.5% |
| 6M | -64.1% | -10.6% | -53.5% | -61.9% |
| YTD | -77.2% | -17.1% | -60.2% | -75.9% |
| 1Y | -93.2% | -24.3% | -68.9% | -92.5% |
| All | -93.2% | -23.9% | -69.3% | -92.5% |
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