+4.6%
TPR vs FRMI
-77.3%
+81.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +11.5% | -15.3% | -4.0% |
| 7D | -3.4% | +23.3% | -26.7% | -3.9% |
| 30D | -27.3% | -7.6% | -19.7% | -27.0% |
| 3M | -16.2% | +0.2% | -16.4% | -16.6% |
| 6M | -17.9% | -28.7% | +10.8% | -17.8% |
| YTD | -7.1% | -28.6% | +21.5% | -7.1% |
| All | +4.6% | -77.3% | +81.9% | +4.6% |
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