+94.2%
TT vs FHN
+130.0%
-35.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +8.1% | +1.3% | +6.8% | +7.7% |
| 30D | -11.3% | +2.8% | -14.1% | -12.0% |
| 3M | -11.2% | -8.9% | -2.3% | -8.9% |
| 6M | -8.9% | -0.7% | -8.2% | -8.8% |
| YTD | +9.7% | +0.1% | +9.7% | +9.4% |
| 1Y | +1.3% | +10.4% | -9.1% | -1.6% |
| All | +94.2% | +130.0% | -35.8% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling