+16.9%
TSN vs FHN
+90.7%
-73.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -0.3% | -0.9% | +0.6% | -0.1% |
| 30D | +11.8% | +2.0% | +9.7% | +11.2% |
| 3M | +7.1% | -6.8% | +13.9% | +8.8% |
| 6M | -9.2% | -0.8% | -8.4% | -9.2% |
| YTD | +4.8% | +0.6% | +4.2% | +4.0% |
| 1Y | +11.6% | +11.5% | +0.1% | +8.0% |
| 3Y | +41.5% | +130.0% | -88.4% | +10.5% |
| 5Y | -15.5% | +60.8% | -76.3% | -31.9% |
| 10Y | +16.9% | +84.0% | -67.1% | -22.9% |
| All | +16.9% | +90.7% | -73.8% | -22.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling