+36.7%
TXG vs FHN
+129.8%
-93.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.8% | +5.4% |
| 7D | +9.4% | +2.7% | +6.7% | +7.4% |
| 30D | +26.1% | -3.1% | +29.2% | +28.0% |
| 3M | +124.8% | +2.3% | +122.5% | +119.3% |
| 6M | +215.2% | +9.7% | +205.5% | +193.0% |
| YTD | +302.2% | +4.7% | +297.5% | +284.2% |
| 1Y | +370.9% | +13.8% | +357.2% | +317.3% |
| All | +36.7% | +129.8% | -93.1% | -36.8% |
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