+443.1%
TTMI vs FHN
+169.7%
+273.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.1% | +8.9% | +8.9% |
| 7D | +5.9% | +1.2% | +4.7% | +5.3% |
| 30D | -4.3% | -4.7% | +0.4% | -2.3% |
| 3M | -32.0% | +3.5% | -35.6% | -33.2% |
| 6M | +19.5% | +7.8% | +11.6% | +15.8% |
| YTD | +82.0% | +5.9% | +76.2% | +77.9% |
| 1Y | +172.6% | +12.5% | +160.2% | +158.5% |
| 3Y | +744.7% | +117.2% | +627.4% | +508.2% |
| 5Y | +805.6% | +86.5% | +719.0% | +527.9% |
| 10Y | +1,057.6% | +125.7% | +931.9% | +565.4% |
| All | +443.1% | +169.7% | +273.5% | +87.2% |
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