-82.4%
FRMI vs TRMB
-27.5%
-55.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -1.2% | +12.7% | +11.7% |
| 7D | +23.3% | -0.3% | +23.6% | +23.3% |
| 30D | -7.6% | -1.2% | -6.4% | -7.3% |
| 3M | +0.2% | +9.6% | -9.4% | -3.0% |
| 6M | -28.7% | -16.1% | -12.6% | -20.2% |
| YTD | -28.6% | -25.0% | -3.6% | -13.8% |
| All | -82.4% | -27.5% | -55.0% | -75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling