+14,178.8%
TT vs FHN
+1,690.1%
+12,488.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | -2.0% | -1.0% | -1.0% | -1.7% |
| 30D | -14.0% | +0.2% | -14.2% | -14.1% |
| 3M | -15.9% | -9.0% | -6.9% | -13.4% |
| 6M | -17.3% | -6.8% | -10.5% | -15.6% |
| YTD | +4.0% | -1.5% | +5.5% | +4.1% |
| 1Y | -7.1% | +10.9% | -18.1% | -10.6% |
| 3Y | +90.2% | +119.4% | -29.1% | +42.6% |
| 5Y | +131.1% | +57.5% | +73.6% | +79.0% |
| 10Y | +777.7% | +114.1% | +663.6% | +460.6% |
| All | +14,178.8% | +1,690.1% | +12,488.7% | +4,391.0% |
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 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