-93.2%
FRMI vs TRMB
-31.2%
-61.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -17.3% | +6.7% | -4.1% |
| 7D | -39.7% | -15.7% | -24.0% | -35.8% |
| 30D | -55.2% | -7.8% | -47.4% | -53.5% |
| 3M | -71.2% | -9.3% | -61.9% | -69.9% |
| 6M | -64.1% | -20.8% | -43.3% | -57.5% |
| YTD | -77.2% | -30.8% | -46.5% | -68.3% |
| 1Y | -93.2% | -31.0% | -62.2% | -89.8% |
| All | -93.2% | -31.2% | -61.9% | -89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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