+15.3%
TRMB vs FHN
+134.1%
-118.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.6% |
| 7D | -0.3% | +2.7% | -2.9% | -1.6% |
| 30D | -1.2% | -3.1% | +1.9% | +0.2% |
| 3M | +9.6% | +2.3% | +7.3% | +7.9% |
| 6M | -16.1% | +9.7% | -25.9% | -20.6% |
| YTD | -25.0% | +4.7% | -29.7% | -27.5% |
| 1Y | -27.7% | +13.8% | -41.4% | -33.7% |
| 3Y | +15.3% | +131.6% | -116.3% | -22.5% |
| All | +15.3% | +134.1% | -118.8% | -22.5% |
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 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