+15.6%
TFC vs FRMI
-89.6%
+105.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +26.7% | -25.5% | +1.2% |
| 7D | +2.3% | +66.2% | -64.0% | +2.3% |
| 30D | +10.8% | -17.4% | +28.2% | +10.7% |
| 3M | -3.8% | -60.5% | +56.7% | -3.7% |
| 6M | +9.6% | -56.5% | +66.1% | +9.5% |
| YTD | +5.8% | -67.4% | +73.2% | +6.0% |
| 1Y | +16.2% | -85.1% | +101.3% | +14.3% |
| All | +15.6% | -89.6% | +105.2% | +11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling