-83.1%
FRMI vs TW
-7.6%
-75.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +1.5% |
| 7D | +7.4% | -4.5% | +11.9% | +5.1% |
| 30D | -27.6% | -2.3% | -25.4% | -28.3% |
| 3M | -20.9% | +2.6% | -23.5% | -19.7% |
| 6M | -36.6% | -17.5% | -19.1% | -35.7% |
| YTD | -31.3% | -5.3% | -25.9% | -26.4% |
| All | -83.1% | -7.6% | -75.5% | -81.9% |
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