+488.1%
TRGP vs FHN
+61.0%
+427.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.8% |
| 7D | +2.4% | -0.9% | +3.3% | +2.6% |
| 30D | +0.8% | +2.0% | -1.2% | +0.2% |
| 3M | +10.4% | -6.8% | +17.2% | +12.2% |
| 6M | +16.3% | -0.8% | +17.0% | +16.0% |
| YTD | +61.1% | +0.6% | +60.5% | +59.4% |
| 1Y | +71.6% | +11.5% | +60.1% | +64.9% |
| 3Y | +267.5% | +130.0% | +137.5% | +196.3% |
| 5Y | +488.1% | +60.8% | +427.4% | +380.2% |
| All | +488.1% | +61.0% | +427.2% | +380.2% |
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 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