+126.6%
FHN vs TCOM
-10.5%
+137.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.0% |
| 7D | -0.8% | -6.5% | +5.7% | +0.4% |
| 30D | -2.6% | -16.2% | +13.6% | +0.3% |
| 3M | +0.8% | -19.3% | +20.2% | +4.2% |
| 6M | +9.2% | -27.2% | +36.5% | +14.9% |
| YTD | +5.1% | -46.2% | +51.3% | +16.2% |
| 1Y | +12.2% | -46.6% | +58.8% | +24.1% |
| 3Y | +132.4% | +8.4% | +124.0% | +114.3% |
| 5Y | +91.1% | +25.8% | +65.3% | +58.6% |
| All | +126.6% | -10.5% | +137.1% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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