-9.0%
TSN vs FHN
+127.8%
-136.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.9% |
| 7D | -7.3% | 0.0% | -7.3% | -7.3% |
| 30D | -8.6% | -2.6% | -6.1% | -8.2% |
| 3M | -7.5% | 0.0% | -7.6% | -7.7% |
| 6M | -14.1% | +9.2% | -23.4% | -16.1% |
| YTD | -9.4% | +4.3% | -13.8% | -10.8% |
| 1Y | -4.1% | +10.8% | -14.8% | -7.2% |
| 3Y | +10.3% | +130.7% | -120.4% | -13.6% |
| 5Y | -19.7% | +87.4% | -107.1% | -38.0% |
| All | -9.0% | +127.8% | -136.8% | -40.7% |
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