+2,197.4%
TRGP vs FHN
+243.9%
+1,953.5%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.8% |
| 7D | +2.4% | -0.9% | +3.3% | +2.9% |
| 30D | +0.8% | +2.0% | -1.2% | -0.4% |
| 3M | +10.4% | -6.8% | +17.2% | +14.2% |
| 6M | +16.3% | -0.8% | +17.0% | +15.7% |
| YTD | +61.1% | +0.6% | +60.5% | +57.5% |
| 1Y | +71.6% | +11.5% | +60.1% | +58.2% |
| 3Y | +267.5% | +130.0% | +137.5% | +116.6% |
| 5Y | +488.1% | +60.8% | +427.4% | +267.5% |
| 10Y | +803.8% | +84.0% | +719.8% | +396.2% |
| All | +2,197.4% | +243.9% | +1,953.5% | +843.5% |
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