-93.2%
FRMI vs TXG
+406.9%
-500.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +3.4% | -14.0% | -11.4% |
| 7D | -39.7% | -19.3% | -20.5% | -36.5% |
| 30D | -55.2% | -30.9% | -24.3% | -51.6% |
| 3M | -71.2% | +41.1% | -112.2% | -74.2% |
| 6M | -64.1% | +211.9% | -276.0% | -73.5% |
| YTD | -77.2% | +314.0% | -391.2% | -84.7% |
| 1Y | -93.2% | +405.4% | -498.6% | -95.4% |
| All | -93.2% | +406.9% | -500.1% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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