+275.3%
TMUS vs FHN
-1.1%
+276.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +3.6% | -1.0% | +4.5% | +3.8% |
| 30D | -3.4% | +0.2% | -3.6% | -3.4% |
| 3M | -9.5% | -9.0% | -0.5% | -7.5% |
| 6M | -15.2% | -6.8% | -8.4% | -13.9% |
| YTD | -18.9% | -1.5% | -17.4% | -19.1% |
| 1Y | -17.7% | +10.9% | -28.6% | -20.4% |
| 3Y | +15.6% | +119.4% | -103.7% | -8.2% |
| 5Y | +38.9% | +57.5% | -18.6% | +12.7% |
| 10Y | +245.3% | +114.1% | +131.2% | +133.8% |
| All | +275.3% | -1.1% | +276.4% | +214.3% |
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 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