+10.7%
TTMI vs FHN
+14.6%
-3.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.7% | -11.8% | -11.1% |
| 7D | -19.2% | +2.3% | -21.5% | -20.5% |
| 30D | -44.9% | +1.6% | -46.5% | -45.8% |
| 3M | -44.7% | -8.4% | -36.4% | -40.8% |
| 6M | -53.4% | -2.3% | -51.1% | -53.3% |
| YTD | +6.3% | +1.5% | +4.9% | -0.1% |
| 1Y | +10.7% | +15.0% | -4.3% | -12.3% |
| All | +10.7% | +14.6% | -3.9% | -12.3% |
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 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