+33.9%
TER vs FHN
+11.9%
+22.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.1% | +10.6% | +10.6% |
| 7D | -5.8% | -0.5% | -5.3% | -5.0% |
| 30D | -38.9% | +1.9% | -40.9% | -40.0% |
| 3M | -35.1% | -6.9% | -28.2% | -30.0% |
| 6M | -31.6% | -3.1% | -28.5% | -30.2% |
| YTD | +27.2% | +0.6% | +26.7% | +25.3% |
| All | +33.9% | +11.9% | +22.0% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling