+600.6%
TLN vs FHN
+161.9%
+438.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.8% | +3.2% |
| 7D | +10.9% | +2.7% | +8.2% | +9.7% |
| 30D | -6.3% | -3.1% | -3.2% | -5.1% |
| 3M | -10.7% | +2.3% | -13.0% | -11.9% |
| 6M | +1.6% | +9.7% | -8.1% | -2.6% |
| YTD | -13.1% | +4.7% | -17.8% | -15.0% |
| 1Y | -15.1% | +13.8% | -28.8% | -19.9% |
| 3Y | +495.0% | +131.6% | +363.4% | +399.3% |
| All | +600.6% | +161.9% | +438.7% | +499.3% |
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 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