-83.0%
FRMI vs TMF
-23.4%
-59.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.2% |
| 7D | +15.9% | -0.9% | +16.8% | +16.6% |
| 30D | -6.0% | -1.0% | -5.0% | -5.4% |
| 3M | -1.6% | -11.3% | +9.7% | +5.4% |
| 6M | -30.7% | -22.7% | -8.0% | -21.4% |
| YTD | -30.9% | -17.3% | -13.5% | -25.8% |
| All | -83.0% | -23.4% | -59.6% | -80.3% |
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