+131.4%
TLT vs FHN
+32.1%
+99.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | +0.2% |
| 7D | +0.3% | -0.5% | +0.7% | +0.2% |
| 30D | +5.1% | +1.9% | +3.2% | +5.3% |
| 3M | -0.2% | -6.9% | +6.8% | -0.8% |
| 6M | -2.9% | -3.1% | +0.2% | -3.1% |
| YTD | -2.7% | +0.6% | -3.3% | -2.5% |
| 1Y | -4.6% | +12.4% | -17.0% | -3.4% |
| 3Y | +6.1% | +133.7% | -127.6% | +16.5% |
| 5Y | -35.1% | +61.4% | -96.5% | -30.0% |
| 10Y | -12.5% | +97.9% | -110.3% | +1.6% |
| All | +131.4% | +32.1% | +99.3% | +209.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling