-63.4%
TTD vs FHN
+11.9%
-75.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.2% |
| 7D | +21.3% | +2.1% | +19.1% | +20.4% |
| 30D | +28.7% | +3.8% | +24.9% | +27.5% |
| 3M | +7.7% | -8.9% | +16.6% | +9.6% |
| 6M | -23.5% | +1.8% | -25.3% | -22.8% |
| YTD | -58.7% | +0.6% | -59.3% | -58.8% |
| 1Y | -63.4% | +12.9% | -76.4% | -65.0% |
| All | -63.4% | +11.9% | -75.3% | -65.0% |
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 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