-5.8%
TOST vs FRMI
-91.8%
+86.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +13.8% | -15.5% | -1.6% |
| 7D | -4.7% | +34.6% | -39.3% | -4.5% |
| 30D | +8.5% | -44.6% | +53.1% | +8.7% |
| 3M | -1.6% | -72.9% | +71.3% | -1.4% |
| 6M | +44.1% | -62.3% | +106.5% | +43.4% |
| YTD | -5.6% | -74.3% | +68.6% | -5.7% |
| 1Y | -12.6% | -90.5% | +78.0% | -13.7% |
| All | -5.8% | -91.8% | +86.0% | -9.3% |
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