+320.5%
TMUS vs FHN
+6.3%
+314.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.4% |
| 7D | +0.1% | +1.2% | -1.1% | -0.2% |
| 30D | +5.3% | -4.7% | +10.0% | +6.4% |
| 3M | +3.1% | +3.5% | -0.4% | +2.2% |
| 6M | -16.5% | +7.8% | -24.3% | -18.2% |
| YTD | -9.2% | +5.9% | -15.0% | -10.9% |
| 1Y | -26.5% | +12.5% | -39.0% | -29.3% |
| 3Y | +39.0% | +117.2% | -78.2% | +10.5% |
| 5Y | +40.4% | +86.5% | -46.2% | +9.0% |
| 10Y | +303.7% | +125.7% | +178.0% | +170.0% |
| All | +320.5% | +6.3% | +314.2% | +246.2% |
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