-5.8%
TDG vs FRMI
-93.1%
+87.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -10.6% | +11.3% | +0.8% |
| 7D | +7.1% | -39.7% | +46.8% | +7.5% |
| 30D | +11.4% | -55.2% | +66.5% | +12.1% |
| 3M | -4.6% | -71.2% | +66.6% | -3.5% |
| 6M | +5.8% | -64.1% | +69.9% | +6.8% |
| YTD | -8.5% | -77.2% | +68.8% | -7.8% |
| 1Y | -5.8% | -93.2% | +87.4% | -4.2% |
| All | -5.8% | -93.1% | +87.3% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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