-71.7%
TTD vs FRMI
-78.6%
+6.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.2% | +0.6% |
| 7D | -7.4% | +10.9% | -18.3% | -7.1% |
| 30D | +3.0% | -24.3% | +27.3% | +2.4% |
| 3M | -27.6% | -21.8% | -5.8% | -27.8% |
| 6M | -49.5% | -33.0% | -16.5% | -49.8% |
| YTD | -63.2% | -32.6% | -30.6% | -63.1% |
| All | -71.7% | -78.6% | +6.9% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling