+124.8%
TROW vs FHN
+128.3%
-3.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -3.2% | -1.2% | -2.0% | -2.7% |
| 30D | -4.6% | -4.8% | +0.2% | -3.0% |
| 3M | -0.7% | -0.7% | +0.1% | -0.6% |
| 6M | +22.2% | +10.6% | +11.6% | +17.4% |
| YTD | +6.6% | +4.6% | +2.0% | +4.4% |
| 1Y | +5.8% | +11.4% | -5.5% | +0.9% |
| 3Y | +11.6% | +132.3% | -120.6% | -19.0% |
| 5Y | -38.9% | +90.2% | -129.1% | -56.5% |
| All | +124.8% | +128.3% | -3.5% | +32.4% |
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