+123.1%
FHN vs TW
+221.1%
-98.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +1.2% | -2.3% | +3.5% | +1.8% |
| 30D | -4.7% | +3.9% | -8.6% | -5.7% |
| 3M | +3.5% | +5.7% | -2.2% | +1.5% |
| 6M | +7.8% | -14.5% | +22.3% | +11.5% |
| YTD | +5.9% | -0.9% | +6.7% | +4.6% |
| 1Y | +12.5% | -13.5% | +26.0% | +15.5% |
| 3Y | +117.2% | +25.0% | +92.2% | +94.5% |
| 5Y | +86.5% | +22.7% | +63.9% | +65.4% |
| All | +123.1% | +221.1% | -98.0% | +37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling