+128.4%
TLT vs FHN
+32.3%
+96.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -0.3% | +0.9% | -1.2% | -0.2% |
| 30D | +3.7% | +2.1% | +1.6% | +3.9% |
| 3M | -0.7% | -6.0% | +5.3% | -1.2% |
| 6M | -4.2% | -2.9% | -1.2% | -4.4% |
| YTD | -4.0% | +0.7% | -4.7% | -3.8% |
| 1Y | -5.8% | +11.0% | -16.8% | -4.7% |
| 3Y | +4.1% | +130.3% | -126.2% | +14.1% |
| 5Y | -34.8% | +61.3% | -96.1% | -29.6% |
| 10Y | -12.3% | +89.6% | -101.9% | +1.3% |
| All | +128.4% | +32.3% | +96.1% | +205.1% |
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 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