+405.4%
TXG vs FHN
+14.6%
+390.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.7% | +2.6% |
| 7D | -19.3% | +2.3% | -21.5% | -20.1% |
| 30D | -30.9% | +1.6% | -32.5% | -31.5% |
| 3M | +41.1% | -8.4% | +49.5% | +46.8% |
| 6M | +211.9% | -2.3% | +214.2% | +210.0% |
| YTD | +314.0% | +1.5% | +312.5% | +293.4% |
| 1Y | +405.4% | +15.0% | +390.4% | +349.1% |
| All | +405.4% | +14.6% | +390.8% | +349.1% |
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