+893.7%
TT vs FHN
+126.5%
+767.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | +1.6% | +2.7% | -1.1% | +0.8% |
| 30D | -7.3% | -3.1% | -4.2% | -6.5% |
| 3M | -2.6% | +2.3% | -4.9% | -3.3% |
| 6M | +5.9% | +9.7% | -3.8% | +3.0% |
| YTD | +15.4% | +4.7% | +10.7% | +13.6% |
| 1Y | +8.2% | +13.8% | -5.5% | +3.7% |
| 3Y | +122.7% | +131.6% | -8.9% | +69.3% |
| 5Y | +145.0% | +91.1% | +53.8% | +81.4% |
| 10Y | +893.7% | +126.6% | +767.1% | +508.3% |
| All | +893.7% | +126.5% | +767.2% | +508.3% |
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 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