+8.7%
TPR vs FRMI
-79.6%
+88.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.3% | -5.3% | -0.1% |
| 7D | -2.3% | +2.4% | -4.7% | -2.4% |
| 30D | -23.0% | -17.3% | -5.7% | -22.4% |
| 3M | -12.5% | -17.2% | +4.7% | -12.3% |
| 6M | -21.4% | -43.4% | +21.9% | -20.9% |
| YTD | -3.5% | -36.0% | +32.5% | -3.2% |
| All | +8.7% | -79.6% | +88.3% | +8.9% |
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