-26.0%
TMUS vs FRMI
-93.9%
+67.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.2% | +7.4% | 0.0% |
| 7D | +9.5% | -24.3% | +33.8% | +8.8% |
| 30D | +13.8% | -55.1% | +68.9% | +11.9% |
| 3M | -4.6% | -73.8% | +69.2% | -7.2% |
| 6M | -11.7% | -70.6% | +58.9% | -13.6% |
| YTD | -15.4% | -80.8% | +65.4% | -17.6% |
| 1Y | -16.1% | -93.9% | +77.8% | -20.0% |
| All | -26.0% | -93.9% | +67.9% | -29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling