+1,084.3%
TTMI vs FHN
+129.4%
+954.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.3% | -1.8% |
| 7D | +6.0% | -0.8% | +6.8% | +6.3% |
| 30D | -6.4% | -2.6% | -3.8% | -5.3% |
| 3M | -28.9% | +0.8% | -29.8% | -29.3% |
| 6M | +26.9% | +9.2% | +17.6% | +22.4% |
| YTD | +77.3% | +5.1% | +72.2% | +73.9% |
| 1Y | +147.5% | +12.2% | +135.3% | +135.7% |
| 3Y | +847.6% | +132.4% | +715.2% | +588.2% |
| 5Y | +802.2% | +91.1% | +711.1% | +536.8% |
| All | +1,084.3% | +129.4% | +954.9% | +553.1% |
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