-25.6%
TMUS vs FRMI
-89.6%
+64.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +26.7% | -27.3% | -0.1% |
| 7D | +4.9% | +66.2% | -61.3% | +6.1% |
| 30D | +7.7% | -17.4% | +25.1% | +7.3% |
| 3M | -6.8% | -60.5% | +53.7% | -8.5% |
| 6M | -9.7% | -56.5% | +46.8% | -10.9% |
| YTD | -15.0% | -67.4% | +52.4% | -16.2% |
| 1Y | -19.1% | -85.1% | +66.0% | -21.3% |
| All | -25.6% | -89.6% | +64.0% | -28.0% |
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