-92.0%
FRMI vs TRMB
-31.4%
-60.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -0.3% | +27.0% | +26.8% |
| 7D | +66.2% | +2.8% | +63.4% | +64.8% |
| 30D | -17.4% | -5.9% | -11.6% | -15.4% |
| 3M | -60.5% | -3.3% | -57.2% | -59.6% |
| 6M | -56.5% | +1.3% | -57.8% | -56.0% |
| YTD | -67.4% | -29.0% | -38.4% | -59.6% |
| 1Y | -85.1% | -27.8% | -57.3% | -80.5% |
| All | -92.0% | -31.4% | -60.6% | -88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling