+0.2%
TSM vs FRMI
-52.5%
+52.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +26.7% | -28.4% | -5.3% |
| 7D | +6.2% | +66.2% | -60.0% | -2.6% |
| 30D | -7.3% | -17.4% | +10.1% | -6.3% |
| 3M | -7.1% | -60.5% | +53.3% | +2.9% |
| 6M | +0.2% | -56.5% | +56.7% | +9.6% |
| All | +0.2% | -52.5% | +52.7% | +9.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling