-53.2%
TE vs FHN
+97.0%
-150.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -4.0% | +1.2% | -5.1% | -4.3% |
| 30D | -15.9% | -4.7% | -11.2% | -14.6% |
| 3M | -60.5% | +3.5% | -64.1% | -61.1% |
| 6M | -35.2% | +7.8% | -43.0% | -36.9% |
| YTD | -31.1% | +5.9% | -37.0% | -32.4% |
| 1Y | +148.6% | +12.5% | +136.2% | +138.1% |
| 3Y | -26.4% | +117.2% | -143.6% | -37.7% |
| 5Y | -48.0% | +86.5% | -134.6% | -55.1% |
| All | -53.2% | +97.0% | -150.2% | -60.0% |
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