-53.4%
TE vs FHN
+95.6%
-149.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.7% | -7.5% | -6.9% |
| 7D | +0.9% | -0.8% | +1.7% | +1.1% |
| 30D | -16.3% | -2.6% | -13.6% | -15.6% |
| 3M | -40.8% | +0.8% | -41.6% | -41.1% |
| 6M | -42.6% | +9.2% | -51.8% | -44.4% |
| YTD | -31.4% | +5.1% | -36.6% | -32.6% |
| 1Y | +144.9% | +12.2% | +132.7% | +134.8% |
| 3Y | -26.0% | +132.4% | -158.4% | -37.8% |
| 5Y | -48.5% | +91.1% | -139.6% | -55.5% |
| All | -53.4% | +95.6% | -149.0% | -60.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling