+103.7%
TD vs FHN
+60.9%
+42.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -0.7% | +0.9% | -1.6% | -0.8% |
| 30D | +7.6% | +2.1% | +5.5% | +7.3% |
| 3M | +3.0% | -6.0% | +9.0% | +4.1% |
| 6M | +16.8% | -2.9% | +19.8% | +17.4% |
| YTD | +34.3% | +0.7% | +33.6% | +34.2% |
| 1Y | +56.0% | +11.0% | +45.0% | +53.4% |
| 3Y | +132.4% | +130.3% | +2.1% | +104.3% |
| 5Y | +103.7% | +61.3% | +42.4% | +82.0% |
| All | +103.7% | +60.9% | +42.7% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling