+308.5%
TMUS vs FHN
+131.7%
+176.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.4% |
| 7D | +0.1% | +1.2% | -1.1% | -0.1% |
| 30D | +5.3% | -4.7% | +10.0% | +6.0% |
| 3M | +3.1% | +3.5% | -0.4% | +2.6% |
| 6M | -16.5% | +7.8% | -24.3% | -17.6% |
| YTD | -9.2% | +5.9% | -15.0% | -10.3% |
| 1Y | -26.5% | +12.5% | -39.0% | -28.3% |
| 3Y | +39.0% | +117.2% | -78.2% | +18.9% |
| 5Y | +40.4% | +86.5% | -46.2% | +17.8% |
| All | +308.5% | +131.7% | +176.8% | +193.1% |
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