+0.3%
TEAM vs FRMI
-89.6%
+89.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +26.7% | -28.2% | -0.5% |
| 7D | -2.4% | +66.2% | -68.6% | -0.4% |
| 30D | -26.7% | -17.4% | -9.3% | -27.3% |
| 3M | -9.6% | -60.5% | +50.8% | -13.4% |
| 6M | +86.0% | -56.5% | +142.5% | +79.4% |
| YTD | -7.5% | -67.4% | +59.9% | -11.4% |
| 1Y | -1.4% | -85.1% | +83.7% | -6.0% |
| All | +0.3% | -89.6% | +89.9% | -6.4% |
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