-64.0%
TXG vs FHN
+87.6%
-151.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | +5.0% | -0.8% | +5.8% | +5.3% |
| 30D | +13.5% | -2.6% | +16.1% | +14.3% |
| 3M | +128.0% | +0.8% | +127.2% | +126.4% |
| 6M | +224.4% | +9.2% | +215.2% | +213.0% |
| YTD | +307.0% | +5.1% | +301.9% | +297.6% |
| 1Y | +427.2% | +12.2% | +415.0% | +400.1% |
| 3Y | +40.2% | +132.4% | -92.2% | +9.4% |
| 5Y | -64.0% | +91.1% | -155.1% | -71.2% |
| All | -64.0% | +87.6% | -151.7% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling