+8,128.2%
TD vs FHN
+238.6%
+7,889.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | +1.1% | +2.1% | -1.0% | +0.5% |
| 30D | +5.2% | +3.8% | +1.4% | +4.1% |
| 3M | +1.2% | -8.9% | +10.2% | +4.1% |
| 6M | +17.7% | +1.8% | +15.9% | +17.1% |
| YTD | +34.2% | +0.6% | +33.6% | +33.8% |
| 1Y | +55.4% | +12.9% | +42.5% | +49.5% |
| 3Y | +130.4% | +126.4% | +4.0% | +74.3% |
| 5Y | +101.8% | +62.3% | +39.5% | +57.7% |
| 10Y | +301.9% | +84.0% | +217.9% | +178.9% |
| All | +8,128.2% | +238.6% | +7,889.6% | +3,425.7% |
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 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