-93.2%
FRMI vs TNA
+37.5%
-130.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +4.4% | -15.0% | -14.1% |
| 7D | -39.7% | +2.4% | -42.2% | -41.2% |
| 30D | -55.2% | -0.9% | -54.3% | -54.9% |
| 3M | -71.2% | -19.2% | -51.9% | -65.7% |
| 6M | -64.1% | -0.8% | -63.3% | -63.9% |
| YTD | -77.2% | +33.2% | -110.5% | -82.6% |
| 1Y | -93.2% | +38.5% | -131.7% | -94.6% |
| All | -93.2% | +37.5% | -130.6% | -94.6% |
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