+76.5%
TNA vs FHN
+128.3%
-51.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.6% |
| 7D | -7.3% | -1.2% | -6.1% | -6.0% |
| 30D | -14.2% | -4.8% | -9.4% | -9.5% |
| 3M | -4.6% | -0.7% | -3.8% | -4.4% |
| 6M | +36.9% | +10.6% | +26.3% | +23.0% |
| YTD | +42.5% | +4.6% | +37.9% | +36.7% |
| 1Y | +45.8% | +11.4% | +34.4% | +29.7% |
| 3Y | +104.7% | +132.3% | -27.6% | -10.0% |
| 5Y | -21.7% | +90.2% | -111.9% | -67.6% |
| All | +76.5% | +128.3% | -51.8% | -28.1% |
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