+59.7%
TEM vs FHN
+83.2%
-23.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.6% |
| 7D | +3.2% | +2.7% | +0.6% | +0.6% |
| 30D | +23.5% | -3.1% | +26.6% | +25.9% |
| 3M | +32.3% | +2.3% | +30.0% | +26.8% |
| 6M | +23.0% | +9.7% | +13.3% | +9.5% |
| YTD | +8.9% | +4.7% | +4.1% | +0.7% |
| 1Y | -19.9% | +13.8% | -33.6% | -34.5% |
| All | +59.7% | +83.2% | -23.5% | -28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling