-31.0%
TOST vs FHN
+60.9%
-91.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +3.0% | +0.9% | +2.1% | +2.6% |
| 30D | +10.3% | +2.1% | +8.2% | +9.5% |
| 3M | -3.3% | -6.0% | +2.7% | -1.2% |
| 6M | +37.8% | -2.9% | +40.7% | +39.0% |
| YTD | -2.8% | +0.7% | -3.5% | -3.7% |
| 1Y | -9.6% | +11.0% | -20.6% | -13.6% |
| 3Y | +144.6% | +130.3% | +14.4% | +89.6% |
| 5Y | -31.0% | +61.3% | -92.3% | -43.8% |
| All | -31.0% | +60.9% | -91.9% | -43.8% |
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