+87.4%
FHN vs TCOM
+25.9%
+61.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.9% | -0.2% |
| 7D | 0.0% | -10.2% | +10.2% | +0.5% |
| 30D | -2.6% | -16.8% | +14.3% | -1.8% |
| 3M | 0.0% | -16.7% | +16.7% | +0.8% |
| 6M | +9.2% | -27.1% | +36.3% | +10.8% |
| YTD | +4.3% | -45.5% | +49.9% | +7.2% |
| 1Y | +10.8% | -45.9% | +56.6% | +13.8% |
| 3Y | +130.7% | +9.8% | +121.0% | +128.3% |
| 5Y | +87.4% | +23.8% | +63.6% | +91.2% |
| All | +87.4% | +25.9% | +61.5% | +91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling