-22.4%
TMUS vs FRMI
-78.6%
+56.1%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | -0.2% |
| 7D | -5.8% | +10.9% | -16.7% | -5.5% |
| 30D | -0.2% | -24.3% | +24.1% | -0.7% |
| 3M | -4.0% | -21.8% | +17.8% | -4.2% |
| 6M | -18.1% | -33.0% | +14.9% | -18.3% |
| YTD | -11.3% | -32.6% | +21.3% | -11.3% |
| All | -22.4% | -78.6% | +56.1% | -23.8% |
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