-84.3%
FRMI vs TW
-3.2%
-81.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.8% | +4.5% | +5.7% |
| 7D | +2.4% | -2.3% | +4.7% | +1.2% |
| 30D | -17.3% | +3.9% | -21.2% | -15.7% |
| 3M | -17.2% | +5.7% | -22.9% | -14.2% |
| 6M | -43.4% | -14.5% | -28.8% | -41.4% |
| YTD | -36.0% | -0.9% | -35.1% | -30.0% |
| All | -84.3% | -3.2% | -81.0% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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