-25.1%
TMUS vs FRMI
-91.8%
+66.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +13.8% | -14.5% | -0.4% |
| 7D | +6.5% | +34.6% | -28.1% | +7.2% |
| 30D | +11.3% | -44.6% | +55.9% | +9.9% |
| 3M | -2.9% | -72.9% | +70.0% | -5.4% |
| 6M | -10.5% | -62.3% | +51.8% | -12.0% |
| YTD | -14.4% | -74.3% | +59.8% | -16.1% |
| 1Y | -17.9% | -90.5% | +72.6% | -20.9% |
| All | -25.1% | -91.8% | +66.7% | -27.9% |
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 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