+151.4%
TTMI vs FHN
+10.6%
+140.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.6% | -3.7% |
| 7D | +7.5% | 0.0% | +7.4% | +7.4% |
| 30D | -4.5% | -2.6% | -1.9% | -2.8% |
| 3M | -28.5% | 0.0% | -28.6% | -28.8% |
| 6M | +28.4% | +9.2% | +19.1% | +20.2% |
| YTD | +80.1% | +4.3% | +75.7% | +74.0% |
| All | +151.4% | +10.6% | +140.8% | +139.7% |
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