-83.4%
FRMI vs TW
-6.6%
-76.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.8% |
| 7D | +10.9% | -2.7% | +13.6% | +9.5% |
| 30D | -24.3% | -1.7% | -22.6% | -24.8% |
| 3M | -21.8% | +1.6% | -23.4% | -20.4% |
| 6M | -33.0% | -17.7% | -15.4% | -31.9% |
| YTD | -32.6% | -4.3% | -28.3% | -27.5% |
| All | -83.4% | -6.6% | -76.8% | -82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling