+502.9%
TEAM vs FHN
+125.8%
+377.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -4.7% | 0.0% | -4.7% | -4.7% |
| 30D | +17.0% | -2.6% | +19.6% | +17.5% |
| 3M | +85.9% | 0.0% | +85.9% | +85.8% |
| 6M | +116.7% | +9.2% | +107.4% | +113.1% |
| YTD | +9.6% | +4.3% | +5.3% | +8.6% |
| 1Y | -2.5% | +10.8% | -13.3% | -4.4% |
| 3Y | -14.0% | +130.7% | -144.7% | -22.2% |
| 5Y | -53.1% | +87.4% | -140.4% | -56.9% |
| 10Y | +502.9% | +126.9% | +376.1% | +432.6% |
| All | +502.9% | +125.8% | +377.1% | +432.6% |
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