+855.6%
TRGP vs FHN
+129.4%
+726.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | -0.2% |
| 7D | -0.6% | -0.8% | +0.2% | -0.1% |
| 30D | +10.0% | -2.6% | +12.6% | +11.5% |
| 3M | +7.6% | +0.8% | +6.8% | +6.5% |
| 6M | +26.8% | +9.2% | +17.6% | +18.9% |
| YTD | +60.6% | +5.1% | +55.4% | +53.0% |
| 1Y | +82.5% | +12.2% | +70.3% | +65.9% |
| 3Y | +265.0% | +132.4% | +132.6% | +102.5% |
| 5Y | +645.9% | +91.1% | +554.8% | +282.7% |
| All | +855.6% | +129.4% | +726.1% | +326.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling