+638.2%
TRGP vs FHN
+88.9%
+549.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.5% | +1.7% |
| 7D | -0.6% | +2.7% | -3.3% | -1.3% |
| 30D | +14.6% | -3.1% | +17.7% | +15.4% |
| 3M | +11.9% | +2.3% | +9.6% | +11.0% |
| 6M | +25.3% | +9.7% | +15.5% | +21.4% |
| YTD | +61.9% | +4.7% | +57.1% | +58.5% |
| 1Y | +87.3% | +13.8% | +73.5% | +78.6% |
| 3Y | +268.0% | +131.6% | +136.4% | +192.6% |
| 5Y | +638.2% | +91.1% | +547.1% | +429.2% |
| All | +638.2% | +88.9% | +549.3% | +429.2% |
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