+203.6%
TGT vs FHN
+126.8%
+76.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.3% |
| 7D | -5.2% | -1.9% | -3.4% | -4.9% |
| 30D | +1.2% | -5.4% | +6.6% | +2.3% |
| 3M | +18.4% | -1.4% | +19.8% | +18.6% |
| 6M | +33.4% | +9.9% | +23.6% | +30.5% |
| YTD | +63.8% | +3.9% | +59.9% | +61.9% |
| 1Y | +77.2% | +10.6% | +66.6% | +72.3% |
| 3Y | +41.8% | +130.7% | -88.9% | +18.0% |
| 5Y | -25.5% | +88.8% | -114.4% | -38.0% |
| All | +203.6% | +126.8% | +76.8% | +140.4% |
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