+8,398.6%
TPR vs FHN
+128.4%
+8,270.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +14.2% | -1.0% | +15.2% | +14.6% |
| 30D | +17.1% | +0.2% | +16.9% | +17.0% |
| 3M | -17.7% | -9.0% | -8.7% | -14.7% |
| 6M | -10.2% | -6.8% | -3.3% | -7.8% |
| YTD | +4.9% | -1.5% | +6.4% | +5.3% |
| 1Y | +36.1% | +10.9% | +25.2% | +30.2% |
| 3Y | +416.5% | +119.4% | +297.1% | +268.6% |
| 5Y | +254.8% | +57.5% | +197.2% | +166.5% |
| 10Y | +391.7% | +114.1% | +277.6% | +216.3% |
| All | +8,398.6% | +128.4% | +8,270.2% | +4,280.3% |
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