+293.8%
TRV vs FHN
+129.4%
+164.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -1.5% | -0.8% | -0.7% | -1.2% |
| 30D | -1.8% | -2.6% | +0.8% | -1.0% |
| 3M | +21.6% | +0.8% | +20.7% | +21.2% |
| 6M | +22.5% | +9.2% | +13.2% | +19.1% |
| YTD | +28.1% | +5.1% | +23.0% | +25.7% |
| 1Y | +37.0% | +12.2% | +24.8% | +31.3% |
| 3Y | +141.9% | +132.4% | +9.5% | +78.8% |
| 5Y | +158.5% | +91.1% | +67.4% | +86.2% |
| All | +293.8% | +129.4% | +164.4% | +140.4% |
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