+114.2%
FHN vs TRU
+243.6%
-129.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | +3.8% | +21.3% | -17.5% | -4.6% |
| 3M | -8.9% | +0.2% | -9.2% | -10.1% |
| 6M | +1.8% | +22.4% | -20.6% | -8.5% |
| YTD | +0.6% | -4.8% | +5.4% | -1.2% |
| 1Y | +12.9% | -0.2% | +13.1% | +8.6% |
| 3Y | +126.4% | +57.9% | +68.4% | +71.2% |
| 5Y | +62.3% | -26.1% | +88.4% | +67.2% |
| 10Y | +84.0% | +184.8% | -100.8% | +11.0% |
| All | +114.2% | +243.6% | -129.4% | +25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling