+8,094.7%
TMO vs FHN
+1,803.6%
+6,291.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.5% |
| 7D | +0.4% | +2.7% | -2.2% | -0.1% |
| 30D | +1.5% | -3.1% | +4.6% | +2.1% |
| 3M | +28.5% | +2.3% | +26.2% | +27.8% |
| 6M | +20.4% | +9.7% | +10.6% | +17.9% |
| YTD | +4.3% | +4.7% | -0.5% | +3.0% |
| 1Y | +24.1% | +13.8% | +10.4% | +20.2% |
| 3Y | +17.5% | +131.6% | -114.1% | -3.3% |
| 5Y | +6.8% | +91.1% | -84.3% | -12.7% |
| 10Y | +311.9% | +126.6% | +185.2% | +196.1% |
| All | +8,094.7% | +1,803.6% | +6,291.2% | +2,830.2% |
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