-95.3%
FRMI vs TMF
-25.8%
-69.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -3.9% | -3.4% | -5.5% |
| 7D | -24.3% | -1.1% | -23.3% | -24.0% |
| 30D | -55.1% | +11.8% | -66.9% | -58.3% |
| 3M | -73.8% | -4.0% | -69.8% | -73.2% |
| 6M | -70.6% | -16.5% | -54.0% | -67.7% |
| YTD | -80.8% | -19.9% | -60.8% | -79.0% |
| 1Y | -93.9% | -25.6% | -68.3% | -92.8% |
| All | -95.3% | -25.8% | -69.5% | -94.4% |
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