+670.1%
TEL vs FHN
+8.3%
+661.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.4% |
| 7D | -1.4% | +2.7% | -4.1% | -2.3% |
| 30D | -4.9% | -3.1% | -1.8% | -3.9% |
| 3M | +0.1% | +2.3% | -2.3% | -0.7% |
| 6M | +0.4% | +9.7% | -9.4% | -2.6% |
| YTD | -8.9% | +4.7% | -13.7% | -10.5% |
| 1Y | -0.3% | +13.8% | -14.1% | -4.9% |
| 3Y | +67.6% | +131.6% | -63.9% | +25.2% |
| 5Y | +50.7% | +91.1% | -40.5% | +11.5% |
| 10Y | +288.6% | +126.6% | +162.0% | +153.5% |
| All | +670.1% | +8.3% | +661.8% | +384.3% |
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 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