+2,577.1%
TFC vs FHN
+1,690.1%
+887.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | +1.2% | -1.0% | +2.2% | +1.8% |
| 30D | +8.3% | +0.2% | +8.1% | +8.3% |
| 3M | -5.2% | -9.0% | +3.8% | +0.2% |
| 6M | -0.8% | -6.8% | +6.0% | +3.5% |
| YTD | +3.4% | -1.5% | +5.0% | +4.6% |
| 1Y | +17.0% | +10.9% | +6.1% | +10.5% |
| 3Y | +86.2% | +119.4% | -33.2% | +18.2% |
| 5Y | -2.3% | +57.5% | -59.8% | -30.9% |
| 10Y | +93.9% | +114.1% | -20.2% | +12.5% |
| All | +2,577.1% | +1,690.1% | +887.0% | +675.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling