-52.1%
TSLL vs FHN
+18.8%
-70.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.1% | +8.8% | +9.3% |
| 7D | -14.3% | -0.5% | -13.8% | -13.6% |
| 30D | -6.2% | +1.9% | -8.1% | -7.1% |
| 3M | +21.2% | -6.9% | +28.1% | +27.6% |
| 6M | -36.6% | -3.1% | -33.5% | -35.1% |
| YTD | -47.8% | +0.6% | -48.3% | -48.3% |
| 1Y | -45.2% | +12.4% | -57.6% | -50.1% |
| 3Y | -3.3% | +133.7% | -137.0% | -29.0% |
| All | -52.1% | +18.8% | -70.9% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling