-70.9%
TTD vs FRMI
-78.1%
+7.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +2.7% |
| 7D | -0.6% | +7.4% | -8.0% | -0.4% |
| 30D | +6.3% | -27.6% | +33.9% | +5.5% |
| 3M | -24.1% | -20.9% | -3.3% | -24.3% |
| 6M | -47.4% | -36.6% | -10.8% | -47.8% |
| YTD | -62.2% | -31.3% | -31.0% | -62.1% |
| All | -70.9% | -78.1% | +7.2% | -74.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling