+901.9%
TTMI vs FHN
+134.1%
+767.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +3.6% |
| 7D | +12.2% | +2.7% | +9.5% | +10.3% |
| 30D | -5.7% | -3.1% | -2.6% | -3.7% |
| 3M | -27.5% | +2.3% | -29.8% | -28.9% |
| 6M | +47.1% | +9.7% | +37.4% | +38.4% |
| YTD | +87.5% | +4.7% | +82.7% | +81.6% |
| 1Y | +175.2% | +13.8% | +161.5% | +151.7% |
| 3Y | +901.9% | +131.6% | +770.4% | +503.9% |
| All | +901.9% | +134.1% | +767.8% | +503.9% |
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