-56.8%
TSLL vs FHN
+16.3%
-73.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.3% | +9.0% | +8.9% |
| 7D | -21.2% | -1.0% | -20.2% | -20.3% |
| 30D | -13.3% | +0.2% | -13.5% | -13.2% |
| 3M | +15.4% | -9.0% | +24.4% | +23.4% |
| 6M | -34.2% | -6.8% | -27.4% | -30.8% |
| YTD | -52.9% | -1.5% | -51.4% | -52.7% |
| 1Y | -54.3% | +10.9% | -65.3% | -58.1% |
| 3Y | -18.4% | +119.4% | -137.7% | -38.7% |
| All | -56.8% | +16.3% | -73.1% | -65.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling