+20,427.4%
TXN vs FHN
+1,803.6%
+18,623.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | +2.2% | +2.7% | -0.5% | +1.5% |
| 30D | -9.5% | -3.1% | -6.4% | -8.7% |
| 3M | -10.5% | +2.3% | -12.9% | -11.2% |
| 6M | +35.4% | +9.7% | +25.6% | +31.9% |
| YTD | +51.8% | +4.7% | +47.0% | +49.5% |
| 1Y | +42.9% | +13.8% | +29.2% | +37.3% |
| 3Y | +71.3% | +131.6% | -60.2% | +34.6% |
| 5Y | +58.0% | +91.1% | -33.1% | +22.7% |
| 10Y | +393.3% | +126.6% | +266.6% | +238.2% |
| All | +20,427.4% | +1,803.6% | +18,623.8% | +7,184.6% |
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