-55.4%
TSLL vs FHN
+25.0%
-80.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.1% | -11.8% | -11.8% |
| 7D | +1.9% | +1.2% | +0.7% | +1.0% |
| 30D | +17.8% | -4.7% | +22.5% | +21.6% |
| 3M | -37.0% | +3.5% | -40.6% | -38.7% |
| 6M | -37.7% | +7.8% | -45.5% | -41.3% |
| YTD | -51.4% | +5.9% | -57.2% | -53.8% |
| 1Y | -23.4% | +12.5% | -35.8% | -31.0% |
| 3Y | -30.8% | +117.2% | -148.0% | -50.0% |
| All | -55.4% | +25.0% | -80.5% | -66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling