+13.6%
TPR vs FHN
+13.8%
-0.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.7% | -3.2% |
| 7D | -3.4% | +2.7% | -6.0% | -4.5% |
| 30D | -27.3% | -3.1% | -24.2% | -26.4% |
| 3M | -16.2% | +2.3% | -18.6% | -17.9% |
| 6M | -17.9% | +9.7% | -27.6% | -21.7% |
| YTD | -7.1% | +4.7% | -11.8% | -9.7% |
| 1Y | +13.6% | +13.8% | -0.1% | +8.4% |
| All | +13.6% | +13.8% | -0.2% | +8.4% |
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