-83.0%
FRMI vs TXG
+472.7%
-555.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.7% | -3.7% |
| 7D | +15.9% | +9.1% | +6.8% | +13.7% |
| 30D | -6.0% | +14.9% | -20.8% | -8.7% |
| 3M | -1.6% | +120.0% | -121.6% | -16.7% |
| 6M | -30.7% | +221.8% | -252.5% | -45.3% |
| YTD | -30.9% | +312.6% | -343.4% | -48.4% |
| All | -83.0% | +472.7% | -555.7% | -86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling