+234.7%
TMUS vs FHN
+106.3%
+128.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.1% | +2.0% | +3.8% |
| 7D | +5.3% | -0.5% | +5.8% | +5.4% |
| 30D | +13.5% | +1.9% | +11.6% | +13.2% |
| 3M | -4.2% | -6.9% | +2.7% | -3.2% |
| 6M | -11.9% | -3.1% | -8.8% | -11.5% |
| YTD | -15.6% | +0.6% | -16.2% | -16.0% |
| 1Y | -16.8% | +12.4% | -29.1% | -18.7% |
| 3Y | +20.8% | +133.7% | -112.9% | +2.3% |
| 5Y | +48.0% | +61.4% | -13.3% | +28.5% |
| 10Y | +234.7% | +97.9% | +136.9% | +177.1% |
| All | +234.7% | +106.3% | +128.5% | +177.1% |
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