-96.9%
TSLQ vs FHN
+131.2%
-228.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +4.4% |
| 7D | -16.8% | +2.1% | -19.0% | -14.5% |
| 30D | -18.0% | +3.8% | -21.8% | -13.7% |
| 3M | -34.5% | -8.9% | -25.5% | -41.4% |
| 6M | -8.9% | +1.8% | -10.7% | -5.2% |
| YTD | -19.0% | +0.6% | -19.6% | -15.9% |
| 1Y | -38.2% | +12.9% | -51.1% | -25.1% |
| 3Y | -96.9% | +126.4% | -223.3% | -91.5% |
| All | -96.9% | +131.2% | -228.1% | -91.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling