+70.1%
TXN vs FHN
+130.7%
-60.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.4% |
| 7D | +2.0% | -0.8% | +2.8% | +2.3% |
| 30D | -8.0% | -2.6% | -5.3% | -7.0% |
| 3M | -7.8% | +0.8% | -8.6% | -8.3% |
| 6M | +32.4% | +9.2% | +23.2% | +27.2% |
| YTD | +51.7% | +5.1% | +46.6% | +47.5% |
| 1Y | +44.3% | +12.2% | +32.1% | +35.7% |
| All | +70.1% | +130.7% | -60.6% | +16.7% |
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