+6.0%
TSLA vs FHN
+13.3%
-7.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +3.0% | 0.0% | +3.0% | +3.0% |
| 30D | +11.2% | -2.6% | +13.7% | +11.8% |
| 3M | -7.3% | 0.0% | -7.3% | -7.3% |
| 6M | -7.7% | +9.2% | -17.0% | -10.4% |
| YTD | -18.2% | +4.3% | -22.6% | -19.8% |
| 1Y | +6.0% | +10.8% | -4.7% | +3.9% |
| All | +6.0% | +13.3% | -7.3% | +3.9% |
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 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