+120.8%
TRMB vs FHN
+125.8%
-5.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -2.2% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | -1.8% | -2.6% | +0.8% | -0.9% |
| 3M | +8.4% | 0.0% | +8.4% | +8.2% |
| 6M | -18.5% | +9.2% | -27.8% | -21.4% |
| YTD | -26.7% | +4.3% | -31.1% | -28.3% |
| 1Y | -28.3% | +10.8% | -39.1% | -31.6% |
| 3Y | +12.6% | +130.7% | -118.1% | -18.1% |
| 5Y | -38.7% | +87.4% | -126.1% | -56.3% |
| 10Y | +120.8% | +126.9% | -6.1% | +27.4% |
| All | +120.8% | +125.8% | -5.0% | +27.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling