+234.1%
TER vs FHN
+13.3%
+220.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.4% |
| 7D | +12.4% | 0.0% | +12.3% | +12.2% |
| 30D | +5.1% | -2.6% | +7.7% | +7.4% |
| 3M | +4.0% | 0.0% | +3.9% | +3.6% |
| 6M | +29.5% | +9.2% | +20.3% | +22.1% |
| YTD | +98.5% | +4.3% | +94.1% | +93.8% |
| 1Y | +234.1% | +10.8% | +223.3% | +236.1% |
| All | +234.1% | +13.3% | +220.8% | +236.1% |
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