-7.7%
TSN vs FHN
+129.4%
-137.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | +1.4% | -0.8% | +2.2% | +1.5% |
| 30D | -6.2% | -2.6% | -3.5% | -5.7% |
| 3M | -5.7% | +0.8% | -6.5% | -6.0% |
| 6M | -11.4% | +9.2% | -20.6% | -13.4% |
| YTD | -8.2% | +5.1% | -13.3% | -9.7% |
| 1Y | -2.0% | +12.2% | -14.2% | -5.5% |
| 3Y | +11.9% | +132.4% | -120.5% | -12.6% |
| 5Y | -17.8% | +91.1% | -108.8% | -36.9% |
| All | -7.7% | +129.4% | -137.2% | -40.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling