+145.2%
TE vs FHN
+11.5%
+133.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.8% |
| 7D | +0.2% | -1.2% | +1.4% | +0.5% |
| 30D | -5.9% | -4.8% | -1.1% | -4.6% |
| 3M | -45.6% | -0.7% | -44.8% | -45.7% |
| 6M | -43.4% | +10.6% | -54.0% | -44.8% |
| YTD | -31.0% | +4.6% | -35.6% | -30.0% |
| 1Y | +145.2% | +11.4% | +133.8% | +135.3% |
| All | +145.2% | +11.5% | +133.7% | +135.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling