-95.5%
TSLQ vs FHN
+129.8%
-225.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.1% | -6.9% | -9.2% |
| 7D | -8.6% | +2.7% | -11.2% | -5.6% |
| 30D | -24.9% | -3.1% | -21.8% | -27.9% |
| 3M | -1.5% | +2.3% | -3.9% | +1.6% |
| 6M | -18.1% | +9.7% | -27.8% | -7.1% |
| YTD | -0.1% | +4.7% | -4.8% | +8.0% |
| 1Y | -51.4% | +13.8% | -65.1% | -40.9% |
| All | -95.5% | +129.8% | -225.3% | -87.2% |
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 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