-44.5%
TOST vs FHN
+81.5%
-126.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.1% |
| 6M | +22.5% | -6.8% | +29.3% | +25.2% |
| YTD | -2.4% | -1.5% | -0.9% | -2.5% |
| 1Y | -4.7% | +10.9% | -15.6% | -8.8% |
| 3Y | +103.2% | +119.4% | -16.1% | +61.3% |
| 5Y | -41.2% | +57.5% | -98.8% | -52.5% |
| All | -44.5% | +81.5% | -126.1% | -56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling