-10.9%
TRI vs FHN
+87.6%
-98.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | -14.4% | -0.8% | -13.6% | -14.3% |
| 30D | -8.1% | -2.6% | -5.5% | -8.0% |
| 3M | +17.5% | +0.8% | +16.7% | +17.4% |
| 6M | -5.0% | +9.2% | -14.2% | -5.5% |
| YTD | -24.7% | +5.1% | -29.8% | -25.1% |
| 1Y | -41.5% | +12.2% | -53.7% | -42.1% |
| 3Y | -20.3% | +132.4% | -152.7% | -25.7% |
| 5Y | -10.9% | +91.1% | -102.0% | -15.1% |
| All | -10.9% | +87.6% | -98.6% | -15.1% |
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