-97.2%
TSLQ vs FHN
+31.9%
-129.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.4% |
| 7D | -6.6% | -1.2% | -5.4% | -7.4% |
| 30D | -24.3% | -4.8% | -19.5% | -26.9% |
| 3M | -3.6% | -0.7% | -2.9% | -3.8% |
| 6M | -12.0% | +10.6% | -22.6% | -4.6% |
| YTD | +1.4% | +4.6% | -3.2% | +6.5% |
| 1Y | -43.6% | +11.4% | -54.9% | -37.3% |
| 3Y | -95.4% | +132.3% | -227.7% | -92.1% |
| All | -97.2% | +31.9% | -129.0% | -95.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling