+2,174.7%
TRGP vs FHN
+262.0%
+1,912.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +0.8% | +1.2% | -0.4% | +0.1% |
| 30D | +11.5% | -4.7% | +16.2% | +14.1% |
| 3M | +9.0% | +3.5% | +5.4% | +6.4% |
| 6M | +20.5% | +7.8% | +12.7% | +14.4% |
| YTD | +59.5% | +5.9% | +53.7% | +52.0% |
| 1Y | +77.9% | +12.5% | +65.4% | +62.9% |
| 3Y | +253.6% | +117.2% | +136.4% | +115.1% |
| 5Y | +615.5% | +86.5% | +528.9% | +307.8% |
| 10Y | +897.1% | +125.7% | +771.4% | +399.5% |
| All | +2,174.7% | +262.0% | +1,912.6% | +811.0% |
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