+61.5%
FHN vs TMF
-88.7%
+150.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | -0.5% |
| 7D | +1.3% | -8.2% | +9.4% | +1.2% |
| 30D | +2.8% | +5.3% | -2.5% | +2.9% |
| 3M | -8.9% | -8.5% | -0.4% | -9.0% |
| 6M | -0.7% | -17.2% | +16.5% | -0.8% |
| YTD | +0.1% | -23.4% | +23.5% | -0.2% |
| 1Y | +10.4% | -30.2% | +40.6% | +9.9% |
| 3Y | +128.8% | -32.9% | +161.7% | +127.4% |
| 5Y | +61.5% | -88.5% | +150.0% | +44.2% |
| All | +61.5% | -88.7% | +150.2% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling