+105.4%
TE vs FRMI
-78.0%
+183.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.2% | -2.1% |
| 7D | +15.0% | +15.9% | -0.9% | +10.6% |
| 30D | -7.5% | -6.0% | -1.6% | -7.3% |
| 3M | -42.0% | -1.6% | -40.4% | -43.0% |
| 6M | -31.4% | -30.7% | -0.7% | -27.4% |
| YTD | -26.5% | -30.9% | +4.4% | -22.6% |
| All | +105.4% | -78.0% | +183.4% | +129.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling