+274.6%
TRGP vs FHN
+129.8%
+144.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.5% | +1.8% |
| 7D | -0.6% | +2.7% | -3.3% | -1.5% |
| 30D | +14.6% | -3.1% | +17.7% | +15.6% |
| 3M | +11.9% | +2.3% | +9.6% | +10.7% |
| 6M | +25.3% | +9.7% | +15.5% | +20.3% |
| YTD | +61.9% | +4.7% | +57.1% | +57.5% |
| 1Y | +87.3% | +13.8% | +73.5% | +75.6% |
| All | +274.6% | +129.8% | +144.8% | +179.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling