+1,316.1%
TNA vs FHN
+285.3%
+1,030.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -0.1% | +1.2% | -1.3% | -1.4% |
| 30D | -4.9% | -4.7% | -0.2% | +0.4% |
| 3M | +0.4% | +3.5% | -3.2% | -4.2% |
| 6M | +32.5% | +7.8% | +24.7% | +22.1% |
| YTD | +53.7% | +5.9% | +47.8% | +44.9% |
| 1Y | +65.1% | +12.5% | +52.6% | +43.7% |
| 3Y | +98.4% | +117.2% | -18.8% | -12.2% |
| 5Y | -22.5% | +86.5% | -109.0% | -69.1% |
| 10Y | +82.5% | +125.7% | -43.2% | -29.1% |
| All | +1,316.1% | +285.3% | +1,030.8% | +256.0% |
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 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