+12,981.4%
TDG vs FHN
+10.4%
+12,971.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.1% |
| 7D | -0.9% | +2.7% | -3.6% | -1.7% |
| 30D | -6.5% | -3.1% | -3.4% | -5.7% |
| 3M | -5.1% | +2.3% | -7.4% | -5.8% |
| 6M | -11.5% | +9.7% | -21.3% | -14.1% |
| YTD | -13.9% | +4.7% | -18.6% | -15.4% |
| 1Y | -11.5% | +13.8% | -25.2% | -15.5% |
| 3Y | +53.7% | +131.6% | -77.9% | +15.0% |
| 5Y | +135.5% | +91.1% | +44.4% | +75.2% |
| 10Y | +535.2% | +126.6% | +408.5% | +327.2% |
| All | +12,981.4% | +10.4% | +12,971.1% | +8,104.8% |
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