+234.9%
TPR vs FHN
+61.2%
+173.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -0.3% | +2.1% | -2.4% | -1.0% |
| 30D | +15.1% | +3.8% | +11.3% | +13.7% |
| 3M | +3.5% | -8.9% | +12.5% | +6.7% |
| 6M | +0.4% | +1.8% | -1.4% | -0.5% |
| YTD | +4.6% | +0.6% | +4.0% | +4.2% |
| 1Y | +33.1% | +12.9% | +20.2% | +27.8% |
| 3Y | +396.0% | +126.4% | +269.6% | +294.7% |
| All | +234.9% | +61.2% | +173.7% | +170.5% |
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