-2.6%
TOST vs FRMI
-93.8%
+91.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.4% |
| 7D | +9.4% | -39.8% | +49.3% | +9.3% |
| 30D | +13.5% | -60.5% | +73.9% | +13.5% |
| 3M | -0.1% | -74.6% | +74.5% | -0.2% |
| 6M | +22.5% | -71.8% | +94.2% | +21.7% |
| YTD | -2.4% | -80.4% | +78.0% | -2.6% |
| 1Y | -4.7% | -93.9% | +89.2% | -7.1% |
| All | -2.6% | -93.8% | +91.1% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling