+1,719.0%
FHN vs TXT
+2,244.6%
-525.6%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +1.1% |
| 7D | -0.5% | -3.5% | +3.1% | +1.2% |
| 30D | +1.9% | +15.2% | -13.2% | -4.7% |
| 3M | -6.9% | -4.5% | -2.5% | -5.5% |
| 6M | -3.1% | -6.1% | +3.0% | -1.3% |
| YTD | +0.6% | -2.0% | +2.5% | -0.1% |
| 1Y | +12.4% | +4.2% | +8.1% | +8.5% |
| 3Y | +133.7% | +14.4% | +119.3% | +115.7% |
| 5Y | +61.4% | +12.3% | +49.0% | +47.3% |
| 10Y | +97.9% | +101.8% | -4.0% | +38.4% |
| All | +1,719.0% | +2,244.6% | -525.6% | +477.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling