+524.6%
TRI vs FHN
+38.5%
+486.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.1% | -5.4% | -6.3% |
| 7D | -7.1% | +2.7% | -9.8% | -7.6% |
| 30D | -2.3% | -3.1% | +0.8% | -1.7% |
| 3M | +19.6% | +2.3% | +17.2% | +18.9% |
| 6M | -8.7% | +9.7% | -18.4% | -10.8% |
| YTD | -22.3% | +4.7% | -27.0% | -23.5% |
| 1Y | -40.7% | +13.8% | -54.4% | -42.8% |
| 3Y | -17.8% | +131.6% | -149.3% | -33.9% |
| 5Y | -8.5% | +91.1% | -99.6% | -27.2% |
| 10Y | +192.6% | +126.6% | +65.9% | +102.7% |
| All | +524.6% | +38.5% | +486.1% | +259.8% |
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