-40.6%
TOST vs FHN
+56.9%
-97.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.3% |
| 7D | +9.4% | -1.0% | +10.4% | +9.9% |
| 30D | +13.5% | +0.2% | +13.3% | +13.4% |
| 3M | -0.1% | -9.0% | +8.8% | +3.2% |
| 6M | +22.5% | -6.8% | +29.3% | +25.3% |
| YTD | -2.4% | -1.5% | -0.9% | -2.5% |
| 1Y | -4.7% | +10.9% | -15.6% | -8.9% |
| 3Y | +103.2% | +119.4% | -16.1% | +59.9% |
| All | -40.6% | +56.9% | -97.5% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling