+56.4%
TXN vs FHN
+87.6%
-31.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | +2.0% | -0.8% | +2.8% | +2.1% |
| 30D | -8.0% | -2.6% | -5.3% | -7.4% |
| 3M | -7.8% | +0.8% | -8.6% | -8.0% |
| 6M | +32.4% | +9.2% | +23.2% | +29.7% |
| YTD | +51.7% | +5.1% | +46.6% | +49.6% |
| 1Y | +44.3% | +12.2% | +32.1% | +40.0% |
| 3Y | +71.3% | +132.4% | -61.1% | +47.8% |
| 5Y | +56.4% | +91.1% | -34.7% | +30.7% |
| All | +56.4% | +87.6% | -31.2% | +30.7% |
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 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