+21.1%
TPR vs FRMI
-93.4%
+114.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.7% | -3.3% | +2.4% |
| 7D | +12.7% | -24.7% | +37.4% | +13.1% |
| 30D | +17.1% | -51.6% | +68.7% | +18.4% |
| 3M | -15.9% | -73.1% | +57.3% | -13.5% |
| 6M | +2.6% | -68.3% | +70.9% | +4.0% |
| YTD | +7.5% | -79.3% | +86.7% | +10.0% |
| 1Y | +32.9% | -93.2% | +126.1% | +37.2% |
| All | +21.1% | -93.4% | +114.5% | +23.8% |
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