+24.4%
TXG vs FHN
+96.2%
-71.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.8% | +5.0% |
| 7D | +9.4% | +2.7% | +6.7% | +8.6% |
| 30D | +26.1% | -3.1% | +29.2% | +26.9% |
| 3M | +124.8% | +2.3% | +122.5% | +122.9% |
| 6M | +215.2% | +9.7% | +205.5% | +207.3% |
| YTD | +302.2% | +4.7% | +297.5% | +296.5% |
| 1Y | +370.9% | +13.8% | +357.2% | +352.9% |
| 3Y | +38.5% | +131.6% | -93.1% | +16.1% |
| 5Y | -64.4% | +91.1% | -155.5% | -69.8% |
| All | +24.4% | +96.2% | -71.9% | -5.5% |
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