+91.6%
TE vs FRMI
-78.6%
+170.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.5% | -4.2% | -6.0% |
| 7D | +0.9% | +10.9% | -10.0% | -1.8% |
| 30D | -16.3% | -24.3% | +8.0% | -10.5% |
| 3M | -40.8% | -21.8% | -19.0% | -37.8% |
| 6M | -42.6% | -33.0% | -9.6% | -38.7% |
| YTD | -31.4% | -32.6% | +1.2% | -27.3% |
| All | +91.6% | -78.6% | +170.2% | +115.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling