-4.0%
TLT vs FRMI
-60.8%
+56.8%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +13.8% | -15.3% | -1.6% |
| 7D | -2.7% | +34.6% | -37.3% | -3.0% |
| 30D | +2.2% | -44.6% | +46.8% | +3.0% |
| 3M | -1.7% | -72.9% | +71.2% | +0.4% |
| 6M | -4.0% | -62.3% | +58.4% | -2.9% |
| All | -4.0% | -60.8% | +56.8% | -2.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling