-83.1%
FRMI vs TXG
+483.7%
-566.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.3% | +1.3% |
| 7D | +7.4% | +9.5% | -2.1% | +5.3% |
| 30D | -27.6% | +18.8% | -46.4% | -30.2% |
| 3M | -20.9% | +136.1% | -157.0% | -33.7% |
| 6M | -36.6% | +235.2% | -271.8% | -50.3% |
| YTD | -31.3% | +320.5% | -351.8% | -48.9% |
| All | -83.1% | +483.7% | -566.8% | -86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling