-38.2%
TSLQ vs FHN
+11.9%
-50.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +4.0% |
| 7D | -16.8% | +2.1% | -19.0% | -15.7% |
| 30D | -18.0% | +3.8% | -21.8% | -16.1% |
| 3M | -34.5% | -8.9% | -25.5% | -37.5% |
| 6M | -8.9% | +1.8% | -10.7% | -7.5% |
| YTD | -19.0% | +0.6% | -19.6% | -15.2% |
| 1Y | -38.2% | +12.9% | -51.1% | -36.4% |
| All | -38.2% | +11.9% | -50.1% | -36.4% |
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