-83.1%
FRMI vs TRI
-34.6%
-48.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +2.4% |
| 7D | +7.4% | -7.9% | +15.3% | +5.9% |
| 30D | -27.6% | -4.5% | -23.1% | -28.2% |
| 3M | -20.9% | +22.1% | -43.0% | -20.2% |
| 6M | -36.6% | -2.8% | -33.8% | -33.6% |
| YTD | -31.3% | -23.4% | -7.8% | -39.0% |
| All | -83.1% | -34.6% | -48.5% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 5y: compounded portfolio wealth divided by compounded TRI 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…
5y analysis · Full analysis span regression · 6 months rolling