+90.8%
FHN vs TENB
-3.6%
+94.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.9% | +5.6% | +1.7% |
| 7D | -0.8% | -7.1% | +6.3% | +0.6% |
| 30D | -2.6% | -15.4% | +12.7% | +0.2% |
| 3M | +0.8% | +19.5% | -18.7% | -4.3% |
| 6M | +9.2% | +54.8% | -45.6% | -3.1% |
| YTD | +5.1% | +36.1% | -31.0% | -4.6% |
| 1Y | +12.2% | +7.0% | +5.2% | +7.4% |
| 3Y | +132.4% | -27.6% | +160.0% | +137.6% |
| 5Y | +91.1% | -30.5% | +121.5% | +85.1% |
| All | +90.8% | -3.6% | +94.4% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 10y: compounded portfolio wealth divided by compounded TENB 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…
10y analysis · Full analysis span regression · 6 months rolling