+195.5%
FHN vs TMF
-68.9%
+264.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | 0.0% |
| 7D | +1.2% | -1.4% | +2.6% | +0.8% |
| 30D | -4.7% | -2.8% | -1.9% | -5.3% |
| 3M | +3.5% | -10.9% | +14.5% | +0.9% |
| 6M | +7.8% | -21.3% | +29.1% | +2.0% |
| YTD | +5.9% | -15.9% | +21.8% | +1.9% |
| 1Y | +12.5% | -15.7% | +28.2% | +8.7% |
| 3Y | +117.2% | -43.4% | +160.6% | +95.5% |
| 5Y | +86.5% | -87.8% | +174.3% | +12.0% |
| 10Y | +125.7% | -86.7% | +212.5% | +67.4% |
| All | +195.5% | -68.9% | +264.4% | +249.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling