+15.3%
TFC vs FRMI
-78.1%
+93.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | +0.1% |
| 7D | -2.4% | +7.4% | -9.8% | -2.4% |
| 30D | -3.4% | -27.6% | +24.3% | -3.3% |
| 3M | +0.4% | -20.9% | +21.3% | +0.4% |
| 6M | +12.7% | -36.6% | +49.3% | +12.3% |
| YTD | +5.6% | -31.3% | +36.8% | +5.7% |
| All | +15.3% | -78.1% | +93.5% | +11.3% |
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