+394.9%
TTWO vs FHN
+128.3%
+266.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +0.4% | -1.2% | +1.6% | +0.5% |
| 30D | -11.3% | -4.8% | -6.5% | -10.9% |
| 3M | +1.6% | -0.7% | +2.3% | +1.6% |
| 6M | +2.1% | +10.6% | -8.5% | +1.1% |
| YTD | -15.8% | +4.6% | -20.4% | -16.3% |
| 1Y | -12.6% | +11.4% | -24.0% | -13.7% |
| 3Y | +48.2% | +132.3% | -84.0% | +37.1% |
| 5Y | +40.0% | +90.2% | -50.2% | +29.7% |
| All | +394.9% | +128.3% | +266.6% | +386.6% |
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