+15.6%
TFC vs FHN
+88.9%
-73.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.5% |
| 7D | +2.2% | +2.7% | -0.4% | +0.8% |
| 30D | -2.5% | -3.1% | +0.6% | -0.7% |
| 3M | +4.5% | +2.3% | +2.2% | +3.2% |
| 6M | +11.0% | +9.7% | +1.2% | +5.6% |
| YTD | +5.9% | +4.7% | +1.2% | +3.4% |
| 1Y | +14.6% | +13.8% | +0.8% | +6.5% |
| 3Y | +96.7% | +131.6% | -34.8% | +27.7% |
| 5Y | +15.6% | +91.1% | -75.6% | -25.7% |
| All | +15.6% | +88.9% | -73.4% | -25.7% |
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