-18.3%
TE vs FHN
+134.1%
-152.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.1% | +11.1% | +11.1% |
| 7D | +18.2% | +2.7% | +15.6% | +14.9% |
| 30D | -13.5% | -3.1% | -10.4% | -10.8% |
| 3M | -44.6% | +2.3% | -46.9% | -47.0% |
| 6M | -24.7% | +9.7% | -34.4% | -33.3% |
| YTD | -24.3% | +4.7% | -29.0% | -29.4% |
| 1Y | +155.6% | +13.8% | +141.8% | +109.9% |
| 3Y | -18.3% | +131.6% | -149.8% | -69.4% |
| All | -18.3% | +134.1% | -152.4% | -69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling