+220.3%
TTMI vs FHN
+156.2%
+64.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.1% |
| 7D | +11.4% | +2.1% | +9.3% | +10.5% |
| 30D | -28.3% | +3.8% | -32.1% | -29.6% |
| 3M | -46.7% | -8.9% | -37.7% | -44.7% |
| 6M | -56.1% | +1.8% | -57.9% | -56.7% |
| YTD | +7.4% | +0.6% | +6.8% | +6.8% |
| 1Y | +17.4% | +12.9% | +4.5% | +11.4% |
| 3Y | +429.1% | +126.4% | +302.8% | +273.8% |
| 5Y | +418.8% | +62.3% | +356.5% | +282.0% |
| 10Y | +411.2% | +84.0% | +327.3% | +219.7% |
| All | +220.3% | +156.2% | +64.2% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling