+66.3%
FHN vs TDY
+7,071.3%
-7,005.0%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | +2.7% | -0.9% | +3.6% | +3.0% |
| 30D | -3.1% | -12.5% | +9.4% | +1.4% |
| 3M | +2.3% | -1.2% | +3.5% | +2.5% |
| 6M | +9.7% | -6.6% | +16.3% | +11.9% |
| YTD | +4.7% | +18.5% | -13.7% | -1.8% |
| 1Y | +13.8% | +10.8% | +3.0% | +9.1% |
| 3Y | +131.6% | +47.5% | +84.1% | +101.2% |
| 5Y | +91.1% | +35.8% | +55.3% | +68.3% |
| 10Y | +126.6% | +459.0% | -332.3% | +34.7% |
| All | +66.3% | +7,071.3% | -7,005.0% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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