-7.0%
TLT vs FRMI
-87.9%
+80.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +26.7% | -27.1% | -0.5% |
| 7D | -3.1% | +66.2% | -69.3% | -3.4% |
| 30D | +1.0% | -17.4% | +18.4% | +1.2% |
| 3M | -2.7% | -60.5% | +57.7% | -1.9% |
| 6M | -4.1% | -56.5% | +52.4% | -3.5% |
| YTD | -5.4% | -67.4% | +62.0% | -4.7% |
| 1Y | -7.0% | -85.1% | +78.1% | -5.7% |
| All | -7.0% | -87.9% | +80.9% | -5.7% |
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