+41.0%
TMUS vs FHN
+56.9%
-15.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +3.6% | -1.0% | +4.5% | +3.6% |
| 30D | -3.4% | +0.2% | -3.6% | -3.4% |
| 3M | -9.5% | -9.0% | -0.5% | -9.1% |
| 6M | -15.2% | -6.8% | -8.4% | -14.9% |
| YTD | -18.9% | -1.5% | -17.4% | -19.0% |
| 1Y | -17.7% | +10.9% | -28.6% | -18.3% |
| 3Y | +15.6% | +119.4% | -103.7% | +10.0% |
| All | +41.0% | +56.9% | -15.9% | +36.9% |
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