+20.9%
TMO vs FRMI
-33.0%
+53.8%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.5% |
| 7D | -2.5% | +10.9% | -13.4% | -2.3% |
| 30D | -0.3% | -24.3% | +24.0% | -0.8% |
| 3M | +25.3% | -21.8% | +47.0% | +24.8% |
| 6M | +20.9% | -33.0% | +53.9% | +22.2% |
| All | +20.9% | -33.0% | +53.8% | +22.2% |
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