-37.2%
TRMB vs FHN
+88.4%
-125.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | -3.0% | -1.2% | -1.8% | -2.7% |
| 30D | +2.3% | -4.8% | +7.1% | +3.8% |
| 3M | +15.3% | -0.7% | +16.0% | +15.4% |
| 6M | -14.7% | +10.6% | -25.3% | -17.5% |
| YTD | -26.4% | +4.6% | -31.0% | -27.7% |
| 1Y | -30.4% | +11.4% | -41.8% | -33.1% |
| 3Y | +13.5% | +132.3% | -118.7% | -7.1% |
| All | -37.2% | +88.4% | -125.6% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling