-83.1%
FRMI vs TRU
-6.0%
-77.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.1% | +2.2% |
| 7D | +7.4% | -2.7% | +10.2% | +7.0% |
| 30D | -27.6% | -2.0% | -25.6% | -27.8% |
| 3M | -20.9% | +18.4% | -39.3% | -20.0% |
| 6M | -36.6% | +8.9% | -45.5% | -36.5% |
| YTD | -31.3% | -8.9% | -22.3% | -34.2% |
| All | -83.1% | -6.0% | -77.1% | -83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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