-82.4%
FRMI vs TSN
-0.5%
-81.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +1.7% | +9.9% | +11.9% |
| 7D | +23.3% | -5.0% | +28.4% | +21.9% |
| 30D | -7.6% | -9.1% | +1.5% | -9.3% |
| 3M | +0.2% | -7.4% | +7.6% | -0.6% |
| 6M | -28.7% | -13.4% | -15.3% | -29.9% |
| YTD | -28.6% | -8.5% | -20.1% | -29.0% |
| All | -82.4% | -0.5% | -81.9% | -81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling