-97.2%
TSLQ vs FHN
+31.5%
-128.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | -0.1% |
| 7D | -8.0% | 0.0% | -8.0% | -7.9% |
| 30D | -23.8% | -2.6% | -21.2% | -25.3% |
| 3M | -7.0% | 0.0% | -7.0% | -6.6% |
| 6M | -17.1% | +9.2% | -26.3% | -10.9% |
| YTD | +0.1% | +4.3% | -4.3% | +4.9% |
| 1Y | -51.2% | +10.8% | -61.9% | -46.0% |
| 3Y | -95.9% | +130.7% | -226.6% | -93.0% |
| All | -97.2% | +31.5% | -128.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling