-83.0%
FRMI vs TXT
-4.9%
-78.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.3% |
| 7D | +15.9% | +0.8% | +15.1% | +15.7% |
| 30D | -6.0% | -10.4% | +4.5% | -2.7% |
| 3M | -1.6% | -14.3% | +12.7% | +2.5% |
| 6M | -30.7% | -15.1% | -15.6% | -29.9% |
| YTD | -30.9% | -8.3% | -22.6% | -24.8% |
| All | -83.0% | -4.9% | -78.1% | -80.4% |
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 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