-2.9%
TSLA vs FHN
+11.9%
-14.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | +8.9% | +2.1% | +6.8% | +8.3% |
| 30D | +6.3% | +3.8% | +2.5% | +5.4% |
| 3M | +14.8% | -8.9% | +23.7% | +17.6% |
| 6M | -12.4% | +1.8% | -14.2% | -12.6% |
| YTD | -13.2% | +0.6% | -13.8% | -14.5% |
| 1Y | -2.9% | +12.9% | -15.9% | -3.4% |
| All | -2.9% | +11.9% | -14.8% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling