-93.7%
FRMI vs TXT
+0.4%
-94.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -1.9% | +15.7% | +14.0% |
| 7D | +34.6% | -1.1% | +35.7% | +34.6% |
| 30D | -44.6% | +13.3% | -57.9% | -46.2% |
| 3M | -72.9% | -5.1% | -67.8% | -72.2% |
| 6M | -62.3% | -7.1% | -55.2% | -61.2% |
| YTD | -74.3% | -3.2% | -71.0% | -72.3% |
| 1Y | -90.5% | +2.3% | -92.8% | -89.0% |
| All | -93.7% | +0.4% | -94.1% | -92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling