+32.6%
TRMB vs FHN
+129.2%
-96.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.1% | 0.0% |
| 7D | -17.0% | -0.5% | -16.5% | -16.9% |
| 30D | -9.0% | +1.9% | -11.0% | -10.1% |
| 3M | -8.1% | -6.9% | -1.2% | -5.0% |
| 6M | -10.1% | -3.1% | -7.0% | -9.2% |
| YTD | -30.2% | +0.6% | -30.8% | -31.4% |
| 1Y | -30.7% | +12.4% | -43.1% | -36.0% |
| 3Y | +32.6% | +133.7% | -101.1% | -13.2% |
| All | +32.6% | +129.2% | -96.5% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling