+18.6%
TPR vs FRMI
-92.8%
+111.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +17.5% | -19.2% | -1.8% |
| 7D | +6.4% | -0.5% | +7.0% | +6.4% |
| 30D | +13.8% | -44.3% | +58.1% | +14.8% |
| 3M | -16.6% | -74.6% | +58.0% | -14.1% |
| 6M | +0.7% | -66.3% | +67.0% | +2.1% |
| YTD | +5.3% | -77.4% | +82.7% | +7.7% |
| 1Y | +32.4% | -91.7% | +124.1% | +36.7% |
| All | +18.6% | -92.8% | +111.4% | +21.2% |
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