-73.2%
TTD vs FHN
+13.7%
-86.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.8% | -2.6% |
| 7D | +1.7% | +2.7% | -0.9% | +1.3% |
| 30D | +1.6% | -3.1% | +4.7% | +2.1% |
| 3M | -27.8% | +2.3% | -30.2% | -27.7% |
| 6M | -52.1% | +9.7% | -61.9% | -52.4% |
| YTD | -63.1% | +4.7% | -67.8% | -63.3% |
| All | -73.2% | +13.7% | -86.9% | -73.8% |
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