-46.4%
TOST vs FHN
+84.5%
-130.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | -4.7% | +1.3% | -5.9% | -5.1% |
| 30D | +8.5% | +2.8% | +5.7% | +7.5% |
| 3M | -1.6% | -8.9% | +7.3% | +1.6% |
| 6M | +44.1% | -0.7% | +44.8% | +44.1% |
| YTD | -5.6% | +0.1% | -5.7% | -6.3% |
| 1Y | -12.6% | +10.4% | -23.0% | -16.2% |
| 3Y | +137.6% | +128.8% | +8.8% | +86.3% |
| 5Y | -30.4% | +61.5% | -91.8% | -44.0% |
| All | -46.4% | +84.5% | -130.8% | -57.7% |
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