+102.5%
TNA vs FHN
+130.7%
-28.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.8% | -4.0% |
| 7D | -7.6% | -0.8% | -6.8% | -6.6% |
| 30D | -13.6% | -2.6% | -11.0% | -10.7% |
| 3M | +2.8% | +0.8% | +2.0% | +0.7% |
| 6M | +34.5% | +9.2% | +25.3% | +19.1% |
| YTD | +41.0% | +5.1% | +35.9% | +31.8% |
| 1Y | +52.0% | +12.2% | +39.8% | +28.2% |
| All | +102.5% | +130.7% | -28.2% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling