-72.2%
TTD vs FHN
+13.2%
-85.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | +6.3% | +1.2% | +5.2% | +6.1% |
| 30D | -23.9% | -4.7% | -19.2% | -23.4% |
| 3M | -31.4% | +3.5% | -34.9% | -31.4% |
| 6M | -42.7% | +7.8% | -50.5% | -43.0% |
| YTD | -62.0% | +5.9% | -67.9% | -62.3% |
| 1Y | -72.2% | +12.5% | -84.7% | -72.9% |
| All | -72.2% | +13.2% | -85.4% | -72.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling