-84.3%
FRMI vs TSN
-2.2%
-82.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +6.0% | +5.2% |
| 7D | +2.4% | -6.3% | +8.7% | +1.0% |
| 30D | -17.3% | -10.8% | -6.5% | -19.1% |
| 3M | -17.2% | -8.8% | -8.4% | -18.0% |
| 6M | -43.4% | -16.8% | -26.5% | -44.9% |
| YTD | -36.0% | -10.0% | -26.0% | -36.6% |
| All | -84.3% | -2.2% | -82.1% | -83.7% |
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