-6.5%
TOST vs FRMI
-77.3%
+70.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +11.5% | -13.5% | -1.9% |
| 7D | -0.9% | +23.3% | -24.2% | -0.9% |
| 30D | -3.5% | -7.6% | +4.2% | -3.5% |
| 3M | +38.1% | +0.2% | +38.0% | +37.3% |
| 6M | +9.9% | -28.7% | +38.6% | +9.5% |
| YTD | -6.3% | -28.6% | +22.4% | -6.5% |
| All | -6.5% | -77.3% | +70.8% | -10.1% |
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