+88.0%
FHN vs TW
+20.1%
+67.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.7% |
| 7D | +2.7% | -3.5% | +6.1% | +3.1% |
| 30D | -3.1% | +0.5% | -3.6% | -3.2% |
| 3M | +2.3% | +4.9% | -2.6% | +1.5% |
| 6M | +9.7% | -17.1% | +26.8% | +12.3% |
| YTD | +4.7% | -3.9% | +8.6% | +4.5% |
| 1Y | +13.8% | -13.3% | +27.0% | +15.3% |
| 3Y | +131.6% | +20.9% | +110.7% | +121.6% |
| All | +88.0% | +20.1% | +67.9% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling