+240.4%
TPR vs FHN
+86.2%
+154.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -2.3% | +1.2% | -3.5% | -2.7% |
| 30D | -23.0% | -4.7% | -18.3% | -21.8% |
| 3M | -12.5% | +3.5% | -16.0% | -13.7% |
| 6M | -21.4% | +7.8% | -29.2% | -23.5% |
| YTD | -3.5% | +5.9% | -9.4% | -5.5% |
| 1Y | +17.4% | +12.5% | +4.9% | +12.3% |
| 3Y | +291.3% | +117.2% | +174.0% | +209.1% |
| All | +240.4% | +86.2% | +154.2% | +147.6% |
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