+114.1%
TTMI vs FRMI
-78.1%
+192.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.0% | +1.3% | +3.0% |
| 7D | +0.7% | +7.4% | -6.8% | -0.7% |
| 30D | -8.4% | -27.6% | +19.2% | -3.3% |
| 3M | -32.5% | -20.9% | -11.6% | -30.7% |
| 6M | +32.5% | -36.6% | +69.1% | +37.9% |
| YTD | +83.2% | -31.3% | +114.5% | +86.1% |
| All | +114.1% | -78.1% | +192.2% | +150.6% |
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 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