+97.3%
TEM vs FHN
+76.0%
+21.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +5.1% | -0.9% | +5.9% | +6.2% |
| 30D | +16.8% | +2.0% | +14.8% | +14.8% |
| 3M | +42.6% | -6.8% | +49.5% | +51.2% |
| 6M | +63.9% | -0.8% | +64.7% | +61.7% |
| YTD | +34.5% | +0.6% | +33.9% | +29.6% |
| 1Y | +11.0% | +11.5% | -0.5% | -5.2% |
| All | +97.3% | +76.0% | +21.4% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling