+10.7%
TTMI vs FRMI
-93.1%
+103.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -10.6% | +0.5% | -7.4% |
| 7D | -19.2% | -39.7% | +20.6% | -8.1% |
| 30D | -44.9% | -55.2% | +10.3% | -32.7% |
| 3M | -44.7% | -71.2% | +26.4% | -26.3% |
| 6M | -53.4% | -64.1% | +10.7% | -42.4% |
| YTD | +6.3% | -77.2% | +83.6% | +40.4% |
| 1Y | +10.7% | -93.2% | +103.9% | +121.5% |
| All | +10.7% | -93.1% | +103.8% | +121.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling