+309.3%
TEL vs FHN
+126.8%
+182.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +4.0% |
| 7D | +1.6% | -1.9% | +3.5% | +2.3% |
| 30D | -0.7% | -5.4% | +4.8% | +1.3% |
| 3M | +2.4% | -1.4% | +3.8% | +2.8% |
| 6M | +4.1% | +9.9% | -5.7% | +0.6% |
| YTD | -5.8% | +3.9% | -9.7% | -7.4% |
| 1Y | +0.9% | +10.6% | -9.7% | -3.4% |
| 3Y | +72.6% | +130.7% | -58.1% | +24.7% |
| 5Y | +57.5% | +88.8% | -31.3% | +11.0% |
| All | +309.3% | +126.8% | +182.6% | +137.7% |
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