-83.1%
FRMI vs TNA
+46.0%
-129.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +1.0% | +1.3% |
| 7D | +7.4% | -7.3% | +14.7% | +13.0% |
| 30D | -27.6% | -14.2% | -13.5% | -19.7% |
| 3M | -20.9% | -4.6% | -16.3% | -17.8% |
| 6M | -36.6% | +36.9% | -73.5% | -48.3% |
| YTD | -31.3% | +42.5% | -73.8% | -43.7% |
| All | -83.1% | +46.0% | -129.1% | -85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling