+87.4%
FHN vs TRU
-36.4%
+123.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | 0.0% | -6.5% | +6.5% | +1.9% |
| 30D | -2.6% | -2.5% | -0.1% | -2.1% |
| 3M | 0.0% | +10.4% | -10.3% | -3.6% |
| 6M | +9.2% | +1.6% | +7.6% | +7.4% |
| YTD | +4.3% | -9.7% | +14.0% | +5.6% |
| 1Y | +10.8% | -17.3% | +28.0% | +14.7% |
| 3Y | +130.7% | -1.8% | +132.5% | +122.3% |
| 5Y | +87.4% | -36.2% | +123.6% | +111.2% |
| All | +87.4% | -36.4% | +123.8% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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