-20.1%
TNA vs FHN
+86.3%
-106.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.8% | -3.8% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | -10.1% | -2.6% | -7.5% | -8.0% |
| 3M | +2.7% | 0.0% | +2.7% | +2.4% |
| 6M | +38.4% | +9.2% | +29.2% | +28.7% |
| YTD | +45.4% | +4.3% | +41.1% | +41.5% |
| 1Y | +55.9% | +10.8% | +45.2% | +43.8% |
| 3Y | +109.8% | +130.7% | -20.9% | +25.6% |
| All | -20.1% | +86.3% | -106.4% | -56.0% |
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