+1,895.7%
TER vs FHN
+125.8%
+1,769.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.3% |
| 7D | +12.4% | 0.0% | +12.3% | +12.3% |
| 30D | +5.1% | -2.6% | +7.7% | +6.2% |
| 3M | +4.0% | 0.0% | +3.9% | +3.9% |
| 6M | +29.5% | +9.2% | +20.3% | +25.9% |
| YTD | +98.5% | +4.3% | +94.1% | +96.6% |
| 1Y | +234.1% | +10.8% | +223.3% | +223.0% |
| 3Y | +289.0% | +130.7% | +158.3% | +191.4% |
| 5Y | +228.2% | +87.4% | +140.8% | +142.9% |
| 10Y | +1,895.7% | +126.9% | +1,768.8% | +1,183.6% |
| All | +1,895.7% | +125.8% | +1,769.9% | +1,183.6% |
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