+52.9%
TD vs FHN
+10.7%
+42.2%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +0.6% | +1.3% | -0.7% | 0.0% |
| 30D | +5.0% | +2.8% | +2.1% | +3.8% |
| 3M | +1.1% | -8.9% | +10.0% | +5.0% |
| 6M | +16.5% | -0.7% | +17.2% | +16.8% |
| YTD | +34.3% | +0.1% | +34.2% | +34.4% |
| 1Y | +52.9% | +10.4% | +42.5% | +51.9% |
| All | +52.9% | +10.7% | +42.2% | +51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling