+7,930.8%
TD vs FHN
+256.4%
+7,674.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +0.3% | +1.2% | -0.9% | 0.0% |
| 30D | +0.4% | -4.7% | +5.1% | +1.8% |
| 3M | +7.6% | +3.5% | +4.1% | +6.5% |
| 6M | +25.0% | +7.8% | +17.2% | +22.1% |
| YTD | +31.0% | +5.9% | +25.1% | +28.5% |
| 1Y | +65.2% | +12.5% | +52.7% | +58.4% |
| 3Y | +122.5% | +117.2% | +5.3% | +70.2% |
| 5Y | +124.8% | +86.5% | +38.3% | +68.0% |
| 10Y | +298.2% | +125.7% | +172.5% | +159.2% |
| All | +7,930.8% | +256.4% | +7,674.4% | +3,288.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling