+6,477.2%
TRV vs FHN
+1,824.4%
+4,652.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | -0.1% | +1.2% | -1.3% | -0.5% |
| 30D | -3.4% | -4.7% | +1.3% | -1.9% |
| 3M | +26.4% | +3.5% | +22.8% | +24.9% |
| 6M | +19.3% | +7.8% | +11.5% | +16.2% |
| YTD | +28.3% | +5.9% | +22.5% | +25.4% |
| 1Y | +34.3% | +12.5% | +21.8% | +28.1% |
| 3Y | +140.1% | +117.2% | +22.9% | +78.0% |
| 5Y | +155.7% | +86.5% | +69.2% | +84.9% |
| 10Y | +285.5% | +125.7% | +159.8% | +141.0% |
| All | +6,477.2% | +1,824.4% | +4,652.8% | +1,764.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling