-49.7%
TSLQ vs FHN
+13.2%
-62.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.1% | +12.1% | +11.9% |
| 7D | -5.8% | +1.2% | -7.0% | -5.1% |
| 30D | -22.1% | -4.7% | -17.4% | -24.1% |
| 3M | +10.1% | +3.5% | +6.5% | +12.2% |
| 6M | -6.8% | +7.8% | -14.6% | -1.4% |
| YTD | +8.5% | +5.9% | +2.7% | +14.5% |
| 1Y | -49.7% | +12.5% | -62.2% | -46.9% |
| All | -49.7% | +13.2% | -62.9% | -46.9% |
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