+89.6%
FHN vs TMF
-82.2%
+171.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | -0.6% |
| 7D | +0.9% | -1.1% | +2.0% | +0.7% |
| 30D | +2.1% | +11.8% | -9.7% | +4.2% |
| 3M | -6.0% | -4.0% | -1.9% | -6.5% |
| 6M | -2.9% | -16.5% | +13.6% | -5.9% |
| YTD | +0.7% | -19.9% | +20.6% | -3.0% |
| 1Y | +11.0% | -25.6% | +36.6% | +5.5% |
| 3Y | +130.3% | -29.9% | +160.2% | +122.7% |
| 5Y | +61.3% | -88.2% | +149.5% | -5.1% |
| 10Y | +89.6% | -81.7% | +171.3% | +54.9% |
| All | +89.6% | -82.2% | +171.8% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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