-25.6%
TGT vs FHN
+87.6%
-113.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.9% | -1.3% |
| 7D | -5.0% | -0.8% | -4.2% | -4.9% |
| 30D | +3.0% | -2.6% | +5.7% | +3.6% |
| 3M | +22.6% | +0.8% | +21.8% | +22.2% |
| 6M | +31.2% | +9.2% | +22.0% | +28.4% |
| YTD | +63.7% | +5.1% | +58.6% | +61.3% |
| 1Y | +78.5% | +12.2% | +66.3% | +72.9% |
| 3Y | +40.5% | +132.4% | -91.9% | +18.8% |
| 5Y | -25.6% | +91.1% | -116.7% | -36.3% |
| All | -25.6% | +87.6% | -113.2% | -36.3% |
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