-84.3%
FRMI vs TNA
+57.5%
-141.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.7% | +4.6% | +4.9% |
| 7D | +2.4% | -0.1% | +2.5% | +2.6% |
| 30D | -17.3% | -4.9% | -12.4% | -14.2% |
| 3M | -17.2% | +0.4% | -17.5% | -17.4% |
| 6M | -43.4% | +32.5% | -75.9% | -52.9% |
| YTD | -36.0% | +53.7% | -89.7% | -50.1% |
| All | -84.3% | +57.5% | -141.7% | -87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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