-94.9%
FRMI vs TMF
-22.8%
-72.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.7% | +5.7% |
| 7D | -24.7% | +0.6% | -25.3% | -24.9% |
| 30D | -51.6% | +16.3% | -67.9% | -55.9% |
| 3M | -73.1% | -2.7% | -70.5% | -72.6% |
| 6M | -68.3% | -13.2% | -55.1% | -65.8% |
| YTD | -79.3% | -16.7% | -62.6% | -77.8% |
| 1Y | -93.2% | -22.7% | -70.5% | -92.0% |
| All | -94.9% | -22.8% | -72.1% | -94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling