-44.5%
TOST vs FHN
+85.4%
-129.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +2.9% | +3.3% |
| 7D | 0.0% | +2.1% | -2.1% | -0.7% |
| 30D | +16.2% | +3.8% | +12.4% | +14.7% |
| 3M | -1.5% | -8.9% | +7.4% | +1.7% |
| 6M | +55.3% | +1.8% | +53.5% | +54.0% |
| YTD | -2.3% | +0.6% | -2.9% | -3.2% |
| 1Y | -5.5% | +12.9% | -18.5% | -10.2% |
| 3Y | +151.1% | +126.4% | +24.7% | +97.3% |
| 5Y | -27.9% | +62.3% | -90.2% | -42.1% |
| All | -44.5% | +85.4% | -129.9% | -56.3% |
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