+0.2%
FRMI vs TNA
+6.5%
-6.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -1.3% | +12.8% | +12.4% |
| 7D | +23.3% | +4.1% | +19.3% | +19.6% |
| 30D | -7.6% | -7.6% | 0.0% | -2.3% |
| 3M | +0.2% | +8.1% | -7.9% | +1.8% |
| All | +0.2% | +6.5% | -6.3% | +1.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling