+7.8%
FHN vs TCOM
+2,870.5%
-2,862.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | +0.1% |
| 7D | -0.9% | +2.2% | -3.0% | -1.4% |
| 30D | +2.0% | +12.5% | -10.5% | -0.5% |
| 3M | -6.8% | -5.6% | -1.2% | -6.0% |
| 6M | -0.8% | -16.5% | +15.7% | +2.2% |
| YTD | +0.6% | -39.4% | +39.9% | +10.2% |
| 1Y | +11.5% | -41.0% | +52.5% | +22.8% |
| 3Y | +130.0% | +29.2% | +100.8% | +103.8% |
| 5Y | +60.8% | +41.6% | +19.2% | +27.9% |
| 10Y | +84.0% | +6.6% | +77.4% | +48.3% |
| All | +7.8% | +2,870.5% | -2,862.7% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling