-93.2%
FRMI vs TSN
+19.9%
-113.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +5.4% | -16.0% | -8.6% |
| 7D | -39.7% | +8.4% | -48.2% | -37.8% |
| 30D | -55.2% | +16.1% | -71.3% | -52.9% |
| 3M | -71.2% | +3.2% | -74.3% | -70.5% |
| 6M | -64.1% | -11.1% | -53.0% | -64.3% |
| YTD | -77.2% | +5.1% | -82.3% | -76.3% |
| 1Y | -93.2% | +19.4% | -112.6% | -93.0% |
| All | -93.2% | +19.9% | -113.1% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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