+88.6%
TGT vs FRMI
-93.1%
+181.7%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -10.6% | +16.2% | +5.6% |
| 7D | +9.5% | -39.7% | +49.2% | +9.6% |
| 30D | +6.6% | -55.2% | +61.8% | +6.8% |
| 3M | +11.0% | -71.2% | +82.1% | +11.5% |
| 6M | +29.9% | -64.1% | +94.0% | +28.7% |
| YTD | +71.4% | -77.2% | +148.7% | +71.1% |
| 1Y | +88.6% | -93.2% | +181.8% | +99.6% |
| All | +88.6% | -93.1% | +181.7% | +99.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling