-18.4%
TSLL vs FHN
+114.0%
-132.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.3% | +9.0% | +9.1% |
| 7D | -21.2% | -1.0% | -20.2% | -19.7% |
| 30D | -13.3% | +0.2% | -13.5% | -13.3% |
| 3M | +15.4% | -9.0% | +24.4% | +28.7% |
| 6M | -34.2% | -6.8% | -27.4% | -28.9% |
| YTD | -52.9% | -1.5% | -51.4% | -53.4% |
| 1Y | -54.3% | +10.9% | -65.3% | -61.8% |
| 3Y | -18.4% | +119.4% | -137.7% | -57.6% |
| All | -18.4% | +114.0% | -132.4% | -57.6% |
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