-4.7%
TOST vs FHN
+10.6%
-15.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.3% |
| 7D | +9.4% | -1.0% | +10.4% | +9.8% |
| 30D | +13.5% | +0.2% | +13.3% | +13.4% |
| 3M | -0.1% | -9.0% | +8.8% | +2.1% |
| 6M | +22.5% | -6.8% | +29.3% | +24.4% |
| YTD | -2.4% | -1.5% | -0.9% | -3.6% |
| 1Y | -4.7% | +10.9% | -15.6% | -13.9% |
| All | -4.7% | +10.6% | -15.3% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling