+558.1%
TTD vs FHN
+94.7%
+463.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.2% |
| 7D | +19.9% | +0.9% | +19.0% | +19.7% |
| 30D | +27.6% | +2.1% | +25.6% | +27.0% |
| 3M | +15.2% | -6.0% | +21.1% | +17.7% |
| 6M | -33.2% | -2.9% | -30.2% | -32.4% |
| YTD | -59.4% | +0.7% | -60.1% | -59.6% |
| 1Y | -64.4% | +11.0% | -75.4% | -65.7% |
| 3Y | -75.9% | +130.3% | -206.2% | -81.9% |
| 5Y | -82.6% | +61.3% | -143.9% | -86.1% |
| 10Y | +558.1% | +89.6% | +468.5% | +271.7% |
| All | +558.1% | +94.7% | +463.4% | +271.7% |
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