+364.1%
TTD vs FHN
+127.9%
+236.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | -7.4% | -0.8% | -6.6% | -7.2% |
| 30D | +3.0% | -2.6% | +5.7% | +3.9% |
| 3M | -27.6% | +0.8% | -28.4% | -27.7% |
| 6M | -49.5% | +9.2% | -58.7% | -51.0% |
| YTD | -63.2% | +5.1% | -68.3% | -64.0% |
| 1Y | -69.7% | +12.2% | -81.9% | -71.2% |
| 3Y | -83.3% | +132.4% | -215.8% | -87.6% |
| 5Y | -80.8% | +91.1% | -171.9% | -85.6% |
| All | +364.1% | +127.9% | +236.2% | +172.5% |
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