+6.1%
TLT vs FHN
+129.2%
-123.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | 0.0% |
| 7D | +0.3% | -0.5% | +0.7% | +0.3% |
| 30D | +5.1% | +1.9% | +3.2% | +5.1% |
| 3M | -0.2% | -6.9% | +6.8% | -0.2% |
| 6M | -2.9% | -3.1% | +0.2% | -2.9% |
| YTD | -2.7% | +0.6% | -3.3% | -2.7% |
| 1Y | -4.6% | +12.4% | -17.0% | -4.5% |
| 3Y | +6.1% | +133.7% | -127.6% | +0.9% |
| All | +6.1% | +129.2% | -123.1% | +0.9% |
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