+297.7%
TD vs FHN
+127.8%
+169.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.0% |
| 7D | -1.9% | 0.0% | -2.0% | -1.9% |
| 30D | -1.6% | -2.6% | +1.0% | -0.8% |
| 3M | +4.6% | 0.0% | +4.6% | +4.6% |
| 6M | +26.8% | +9.2% | +17.6% | +23.5% |
| YTD | +28.3% | +4.3% | +24.0% | +26.5% |
| 1Y | +60.4% | +10.8% | +49.7% | +54.8% |
| 3Y | +125.7% | +130.7% | -5.0% | +69.6% |
| 5Y | +122.4% | +87.4% | +35.0% | +63.5% |
| All | +297.7% | +127.8% | +169.9% | +147.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling