+76.9%
TSLA vs FHN
+132.8%
-55.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | -4.7% | +0.9% | -5.6% | -5.1% |
| 30D | -0.8% | +2.1% | -2.8% | -2.0% |
| 3M | +14.8% | -6.0% | +20.8% | +18.9% |
| 6M | -11.3% | -2.9% | -8.4% | -10.1% |
| YTD | -15.6% | +0.7% | -16.3% | -17.3% |
| 1Y | -14.7% | +11.0% | -25.7% | -22.0% |
| 3Y | +76.9% | +130.3% | -53.3% | +15.6% |
| All | +76.9% | +132.8% | -55.8% | +15.6% |
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