-93.2%
FRMI vs TXT
+9.2%
-102.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -1.3% | -9.3% | -10.2% |
| 7D | -39.7% | +10.6% | -50.4% | -41.6% |
| 30D | -55.2% | +14.4% | -69.6% | -57.2% |
| 3M | -71.2% | -2.7% | -68.4% | -70.3% |
| 6M | -64.1% | -4.7% | -59.4% | -62.6% |
| YTD | -77.2% | -0.5% | -76.7% | -76.0% |
| 1Y | -93.2% | +8.7% | -101.9% | -92.4% |
| All | -93.2% | +9.2% | -102.3% | -92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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