-44.0%
TSLL vs FHN
+10.5%
-54.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.9% | +5.9% |
| 7D | +0.5% | -0.9% | +1.4% | +1.5% |
| 30D | +2.7% | +2.0% | +0.6% | +2.0% |
| 3M | +26.3% | -6.8% | +33.1% | +31.3% |
| 6M | -37.2% | -0.8% | -36.4% | -36.6% |
| YTD | -44.2% | +0.6% | -44.8% | -46.1% |
| 1Y | -44.0% | +11.5% | -55.5% | -48.5% |
| All | -44.0% | +10.5% | -54.4% | -48.5% |
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