+126.9%
FHN vs TXT
+100.3%
+26.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.7% |
| 7D | 0.0% | +0.8% | -0.8% | -0.5% |
| 30D | -2.6% | -10.4% | +7.9% | +4.7% |
| 3M | 0.0% | -14.3% | +14.4% | +9.8% |
| 6M | +9.2% | -15.1% | +24.3% | +20.1% |
| YTD | +4.3% | -8.3% | +12.7% | +8.1% |
| 1Y | +10.8% | -0.7% | +11.5% | +8.5% |
| 3Y | +130.7% | +6.0% | +124.7% | +112.6% |
| 5Y | +87.4% | +12.5% | +74.8% | +58.7% |
| 10Y | +126.9% | +103.2% | +23.7% | +3.6% |
| All | +126.9% | +100.3% | +26.6% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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