-83.0%
FRMI vs TNA
+49.0%
-132.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +1.0% | -0.3% |
| 7D | +15.9% | -3.6% | +19.5% | +18.8% |
| 30D | -6.0% | -10.1% | +4.1% | +1.2% |
| 3M | -1.6% | +2.7% | -4.3% | -3.2% |
| 6M | -30.7% | +38.4% | -69.1% | -43.9% |
| YTD | -30.9% | +45.4% | -76.3% | -44.1% |
| All | -83.0% | +49.0% | -132.0% | -85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling