-24.4%
TEM vs FHN
+13.3%
-37.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.3% | -4.6% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | +11.3% | -2.6% | +13.9% | +11.4% |
| 3M | +25.5% | 0.0% | +25.5% | +24.2% |
| 6M | +17.1% | +9.2% | +7.9% | +12.0% |
| YTD | +3.8% | +4.3% | -0.6% | +0.8% |
| 1Y | -24.4% | +10.8% | -35.1% | -27.5% |
| All | -24.4% | +13.3% | -37.6% | -27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling