+15,818.7%
TT vs FHN
+1,824.4%
+13,994.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -0.2% | +1.2% | -1.4% | -0.6% |
| 30D | -7.4% | -4.7% | -2.7% | -6.0% |
| 3M | -3.2% | +3.5% | -6.8% | -4.4% |
| 6M | +1.1% | +7.8% | -6.7% | -1.4% |
| YTD | +15.6% | +5.9% | +9.7% | +13.2% |
| 1Y | +9.2% | +12.5% | -3.3% | +4.4% |
| 3Y | +124.4% | +117.2% | +7.2% | +68.4% |
| 5Y | +138.0% | +86.5% | +51.5% | +73.9% |
| 10Y | +886.4% | +125.7% | +760.7% | +519.8% |
| All | +15,818.7% | +1,824.4% | +13,994.2% | +4,795.3% |
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 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