-14.6%
TEAM vs FHN
+134.1%
-148.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.1% | -5.9% | -6.4% |
| 7D | -5.7% | +2.7% | -8.3% | -6.8% |
| 30D | +18.3% | -3.1% | +21.4% | +19.9% |
| 3M | +80.2% | +2.3% | +77.9% | +77.7% |
| 6M | +111.0% | +9.7% | +101.2% | +99.2% |
| YTD | +8.8% | +4.7% | +4.1% | +4.9% |
| 1Y | +2.2% | +13.8% | -11.6% | -6.2% |
| 3Y | -14.6% | +131.6% | -146.2% | -43.9% |
| All | -14.6% | +134.1% | -148.7% | -43.9% |
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