+328.6%
TMO vs FHN
+128.3%
+200.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -0.6% | -1.2% | +0.6% | -0.5% |
| 30D | +1.1% | -4.8% | +5.9% | +1.8% |
| 3M | +28.3% | -0.7% | +29.1% | +28.4% |
| 6M | +23.3% | +10.6% | +12.6% | +21.4% |
| YTD | +5.5% | +4.6% | +0.8% | +4.6% |
| 1Y | +24.5% | +11.4% | +13.2% | +22.3% |
| 3Y | +19.6% | +132.3% | -112.7% | +6.3% |
| 5Y | +8.1% | +90.2% | -82.0% | -3.9% |
| All | +328.6% | +128.3% | +200.3% | +257.3% |
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 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