+301.1%
TD vs FHN
+129.4%
+171.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -2.6% | -0.8% | -1.8% | -2.3% |
| 30D | -1.0% | -2.6% | +1.6% | -0.2% |
| 3M | +5.6% | +0.8% | +4.8% | +5.3% |
| 6M | +27.1% | +9.2% | +17.9% | +23.8% |
| YTD | +29.4% | +5.1% | +24.3% | +27.3% |
| 1Y | +60.7% | +12.2% | +48.5% | +54.4% |
| 3Y | +127.6% | +132.4% | -4.8% | +70.6% |
| 5Y | +125.4% | +91.1% | +34.3% | +64.6% |
| All | +301.1% | +129.4% | +171.6% | +148.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FHN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling