+18.8%
TEAM vs FRMI
-78.0%
+96.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +0.6% |
| 7D | -4.7% | +15.9% | -20.6% | -3.8% |
| 30D | +17.0% | -6.0% | +23.0% | +17.0% |
| 3M | +85.9% | -1.6% | +87.5% | +86.2% |
| 6M | +116.7% | -30.7% | +147.4% | +114.9% |
| YTD | +9.6% | -30.9% | +40.5% | +8.9% |
| All | +18.8% | -78.0% | +96.8% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling