-80.5%
TE vs FHN
+87.2%
-167.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.6% | -3.2% |
| 7D | -19.1% | +2.1% | -21.2% | -19.6% |
| 30D | -34.1% | +3.8% | -37.9% | -34.9% |
| 3M | -60.1% | -8.9% | -51.2% | -58.9% |
| 6M | -66.0% | +1.8% | -67.8% | -66.2% |
| YTD | -71.4% | +0.6% | -72.0% | -71.5% |
| 1Y | -45.3% | +12.9% | -58.2% | -47.4% |
| 3Y | +9.1% | +126.4% | -117.2% | -7.1% |
| 5Y | -82.6% | +62.3% | -144.9% | -84.7% |
| All | -80.5% | +87.2% | -167.7% | -83.1% |
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 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