-82.9%
TTD vs FHN
+132.7%
-215.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.3% |
| 7D | +6.3% | +1.2% | +5.2% | +5.8% |
| 30D | -23.9% | -4.7% | -19.2% | -22.3% |
| 3M | -31.4% | +3.5% | -34.9% | -32.3% |
| 6M | -42.7% | +7.8% | -50.5% | -44.7% |
| YTD | -62.0% | +5.9% | -67.9% | -63.2% |
| 1Y | -72.2% | +12.5% | -84.7% | -74.1% |
| All | -82.9% | +132.7% | -215.6% | -88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling