-83.4%
FRMI vs TXT
-5.7%
-77.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.7% | -2.3% |
| 7D | +10.9% | -0.2% | +11.1% | +11.0% |
| 30D | -24.3% | -10.2% | -14.1% | -21.7% |
| 3M | -21.8% | -13.3% | -8.5% | -18.2% |
| 6M | -33.0% | -14.4% | -18.7% | -31.3% |
| YTD | -32.6% | -9.1% | -23.5% | -26.5% |
| All | -83.4% | -5.7% | -77.7% | -80.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling