-92.0%
FRMI vs TMF
-30.0%
-62.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -1.4% | +28.1% | +27.1% |
| 7D | +66.2% | -9.3% | +75.5% | +72.3% |
| 30D | -17.4% | +1.9% | -19.3% | -20.3% |
| 3M | -60.5% | -11.2% | -49.2% | -58.3% |
| 6M | -56.5% | -17.7% | -38.8% | -52.1% |
| YTD | -67.4% | -24.5% | -42.9% | -63.8% |
| 1Y | -85.1% | -29.4% | -55.7% | -82.3% |
| All | -92.0% | -30.0% | -62.0% | -90.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling