-0.4%
TT vs FRMI
-93.9%
+93.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.2% | +7.3% | +0.4% |
| 7D | +0.8% | -24.3% | +25.1% | +2.1% |
| 30D | -11.8% | -55.1% | +43.3% | -8.7% |
| 3M | -11.6% | -73.8% | +62.2% | -6.5% |
| 6M | -9.3% | -70.6% | +61.2% | -5.4% |
| YTD | +8.9% | -80.8% | +89.6% | +15.0% |
| 1Y | -2.2% | -93.9% | +91.7% | +6.9% |
| All | -0.4% | -93.9% | +93.5% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling