-49.8%
TSLQ vs FHN
+11.4%
-61.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.6% | +2.8% |
| 7D | +5.7% | -0.8% | +6.5% | +5.2% |
| 30D | -21.1% | -2.6% | -18.5% | -22.3% |
| 3M | -11.5% | +0.8% | -12.4% | -10.9% |
| 6M | -14.9% | +9.2% | -24.1% | -9.1% |
| YTD | +2.4% | +5.1% | -2.7% | +8.1% |
| 1Y | -49.8% | +12.2% | -62.0% | -46.5% |
| All | -49.8% | +11.4% | -61.1% | -46.5% |
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