-10.3%
TSCO vs FHN
+87.6%
-97.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | -3.1% | -0.8% | -2.3% | -3.0% |
| 30D | -4.4% | -2.6% | -1.7% | -4.0% |
| 3M | +9.7% | +0.8% | +8.8% | +9.5% |
| 6M | -32.4% | +9.2% | -41.6% | -33.3% |
| YTD | -31.7% | +5.1% | -36.8% | -32.3% |
| 1Y | -41.3% | +12.2% | -53.5% | -42.5% |
| 3Y | -18.3% | +132.4% | -150.7% | -28.3% |
| 5Y | -10.3% | +91.1% | -101.3% | -19.8% |
| All | -10.3% | +87.6% | -97.9% | -19.8% |
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