+48,339.6%
TSCO vs FHN
+594.7%
+47,744.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.6% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | -1.1% | -2.6% | +1.5% | -0.6% |
| 3M | +14.3% | 0.0% | +14.2% | +14.2% |
| 6M | -31.9% | +9.2% | -41.1% | -33.2% |
| YTD | -30.7% | +4.3% | -35.0% | -31.5% |
| 1Y | -41.1% | +10.8% | -51.8% | -42.7% |
| 3Y | -17.1% | +130.7% | -147.9% | -32.7% |
| 5Y | -7.5% | +87.4% | -94.9% | -24.9% |
| 10Y | +192.6% | +126.9% | +65.7% | +110.8% |
| All | +48,339.6% | +594.7% | +47,744.9% | +1,580.1% |
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 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