+107.8%
FHN vs TMF
-84.4%
+192.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.4% |
| 7D | -1.0% | +1.2% | -2.2% | -0.8% |
| 30D | +0.2% | +19.7% | -19.5% | +3.6% |
| 3M | -9.0% | -2.1% | -6.9% | -9.2% |
| 6M | -6.8% | -13.4% | +6.6% | -9.2% |
| YTD | -1.5% | -16.7% | +15.2% | -4.6% |
| 1Y | +10.9% | -23.3% | +34.3% | +5.8% |
| 3Y | +119.4% | -24.8% | +144.2% | +115.2% |
| 5Y | +57.5% | -88.0% | +145.6% | -8.3% |
| All | +107.8% | -84.4% | +192.2% | +56.7% |
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