-83.1%
FRMI vs TRMB
-28.9%
-54.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.8% |
| 7D | +7.4% | -3.0% | +10.5% | +7.9% |
| 30D | -27.6% | +2.3% | -30.0% | -28.0% |
| 3M | -20.9% | +15.3% | -36.2% | -25.3% |
| 6M | -36.6% | -14.7% | -21.9% | -30.7% |
| YTD | -31.3% | -26.4% | -4.8% | -16.7% |
| All | -83.1% | -28.9% | -54.2% | -76.7% |
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