-82.4%
FRMI vs TXT
-5.3%
-77.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +0.6% | +10.9% | +11.3% |
| 7D | +23.3% | -0.2% | +23.5% | +23.4% |
| 30D | -7.6% | -11.1% | +3.5% | -4.2% |
| 3M | +0.2% | -13.0% | +13.2% | +4.4% |
| 6M | -28.7% | -16.2% | -12.5% | -28.2% |
| YTD | -28.6% | -8.7% | -19.9% | -22.3% |
| All | -82.4% | -5.3% | -77.2% | -79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling