+110.3%
TTMI vs FRMI
-78.0%
+188.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.2% | -0.8% | -3.3% |
| 7D | +7.5% | +15.9% | -8.5% | +4.5% |
| 30D | -4.5% | -6.0% | +1.5% | -4.2% |
| 3M | -28.5% | -1.6% | -26.9% | -29.5% |
| 6M | +28.4% | -30.7% | +59.1% | +31.5% |
| YTD | +80.1% | -30.9% | +110.9% | +82.7% |
| All | +110.3% | -78.0% | +188.3% | +145.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling