-21.0%
TSLQ vs FHN
+14.6%
-35.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.7% | +4.8% | +7.4% |
| 7D | +9.8% | +2.3% | +7.6% | +11.2% |
| 30D | -6.0% | +1.6% | -7.7% | -5.3% |
| 3M | -35.0% | -8.4% | -26.6% | -38.6% |
| 6M | -24.9% | -2.3% | -22.7% | -25.4% |
| YTD | -12.7% | +1.5% | -14.1% | -6.9% |
| 1Y | -21.0% | +15.0% | -36.0% | -6.2% |
| All | -21.0% | +14.6% | -35.6% | -6.2% |
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