+750.6%
TT vs FHN
+106.3%
+644.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.1% | +2.6% | +4.1% |
| 7D | +1.7% | -0.5% | +2.2% | +1.9% |
| 30D | -11.8% | +1.9% | -13.8% | -12.4% |
| 3M | -12.6% | -6.9% | -5.7% | -10.8% |
| 6M | -9.4% | -3.1% | -6.3% | -8.7% |
| YTD | +8.8% | +0.6% | +8.2% | +8.4% |
| 1Y | -2.5% | +12.4% | -14.9% | -6.1% |
| 3Y | +95.7% | +133.7% | -38.1% | +48.8% |
| 5Y | +135.7% | +61.4% | +74.4% | +86.3% |
| 10Y | +750.6% | +97.9% | +652.8% | +469.5% |
| All | +750.6% | +106.3% | +644.4% | +469.5% |
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