+537.0%
TDG vs FHN
+128.3%
+408.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | -1.9% | -1.2% | -0.7% | -1.4% |
| 30D | -7.7% | -4.8% | -2.9% | -5.8% |
| 3M | -9.3% | -0.7% | -8.6% | -9.2% |
| 6M | -9.4% | +10.6% | -20.0% | -13.3% |
| YTD | -14.3% | +4.6% | -18.9% | -16.4% |
| 1Y | -11.8% | +11.4% | -23.2% | -16.7% |
| 3Y | +52.0% | +132.3% | -80.3% | -0.2% |
| 5Y | +128.8% | +90.2% | +38.7% | +43.8% |
| All | +537.0% | +128.3% | +408.7% | +205.7% |
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 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