+8.3%
TPR vs FRMI
-79.6%
+87.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.3% | -5.7% | -0.5% |
| 7D | -2.7% | +2.4% | -5.1% | -2.7% |
| 30D | -23.3% | -17.3% | -6.0% | -22.7% |
| 3M | -12.8% | -17.2% | +4.4% | -12.7% |
| 6M | -21.7% | -43.4% | +21.6% | -21.2% |
| YTD | -3.9% | -36.0% | +32.1% | -3.6% |
| All | +8.3% | -79.6% | +87.9% | +8.5% |
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