+708.6%
TLN vs FHN
+151.5%
+557.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -3.0% |
| 7D | +11.0% | +2.1% | +8.9% | +10.2% |
| 30D | +4.9% | +3.8% | +1.1% | +3.2% |
| 3M | +4.9% | -8.9% | +13.9% | +8.6% |
| 6M | +7.1% | +1.8% | +5.3% | +5.6% |
| YTD | +0.3% | +0.6% | -0.3% | -0.6% |
| 1Y | +5.9% | +12.9% | -7.0% | +0.2% |
| 3Y | +578.5% | +126.4% | +452.1% | +476.6% |
| All | +708.6% | +151.5% | +557.1% | +601.1% |
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