-15.7%
TEAM vs FHN
+132.8%
-148.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | -22.2% | +0.9% | -23.1% | -22.5% |
| 30D | -28.1% | +2.1% | -30.2% | -28.9% |
| 3M | -2.2% | -6.0% | +3.8% | +0.4% |
| 6M | +62.2% | -2.9% | +65.2% | +63.6% |
| YTD | -8.4% | +0.7% | -9.1% | -10.2% |
| 1Y | -6.6% | +11.0% | -17.6% | -13.4% |
| 3Y | -15.7% | +130.3% | -146.0% | -44.8% |
| All | -15.7% | +132.8% | -148.5% | -44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling