-5.5%
TOST vs FHN
+11.9%
-17.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +2.9% | +3.3% |
| 7D | 0.0% | +2.1% | -2.1% | -0.6% |
| 30D | +16.2% | +3.8% | +12.4% | +15.1% |
| 3M | -1.5% | -8.9% | +7.4% | +0.3% |
| 6M | +55.3% | +1.8% | +53.5% | +54.0% |
| YTD | -2.3% | +0.6% | -2.9% | -3.8% |
| 1Y | -5.5% | +12.9% | -18.5% | -13.1% |
| All | -5.5% | +11.9% | -17.4% | -13.1% |
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