+101.7%
TRMB vs FHN
+94.7%
+7.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -16.6% | +0.9% | -17.5% | -17.0% |
| 30D | -8.9% | +2.1% | -11.0% | -9.7% |
| 3M | -6.3% | -6.0% | -0.3% | -4.4% |
| 6M | -10.0% | -2.9% | -7.0% | -9.3% |
| YTD | -30.1% | +0.7% | -30.8% | -30.8% |
| 1Y | -31.3% | +11.0% | -42.3% | -34.4% |
| 3Y | +30.8% | +130.3% | -99.5% | -4.7% |
| 5Y | -35.9% | +61.3% | -97.2% | -51.3% |
| 10Y | +101.7% | +89.6% | +12.1% | +28.5% |
| All | +101.7% | +94.7% | +7.0% | +28.5% |
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 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