+111.9%
FHN vs TW
+301.3%
-189.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +2.1% | +3.9% | -1.8% | +1.1% |
| 30D | +3.8% | +19.9% | -16.1% | -0.9% |
| 3M | -8.9% | +25.9% | -34.9% | -14.3% |
| 6M | +1.8% | +21.1% | -19.3% | -3.7% |
| YTD | +0.6% | +23.9% | -23.3% | -6.2% |
| 1Y | +12.9% | +21.2% | -8.3% | +5.9% |
| 3Y | +126.4% | +44.8% | +81.6% | +96.2% |
| 5Y | +62.3% | +41.4% | +20.9% | +40.7% |
| All | +111.9% | +301.3% | -189.4% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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