-2.3%
TOST vs FRMI
-93.4%
+91.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.7% | -5.4% | +0.3% |
| 7D | +4.0% | -24.7% | +28.8% | +4.0% |
| 30D | +11.1% | -51.6% | +62.7% | +11.1% |
| 3M | +0.8% | -73.1% | +74.0% | +0.8% |
| 6M | +38.8% | -68.3% | +107.1% | +37.8% |
| YTD | -2.1% | -79.3% | +77.2% | -2.3% |
| 1Y | -6.0% | -93.2% | +87.2% | -8.0% |
| All | -2.3% | -93.4% | +91.1% | -6.0% |
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