-18.0%
TSN vs FHN
+61.2%
-79.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.8% |
| 7D | -1.4% | +2.1% | -3.6% | -1.7% |
| 30D | +8.5% | +3.8% | +4.7% | +8.0% |
| 3M | +5.3% | -8.9% | +14.2% | +6.4% |
| 6M | -10.5% | +1.8% | -12.3% | -10.8% |
| YTD | +3.0% | +0.6% | +2.4% | +2.6% |
| 1Y | +12.1% | +12.9% | -0.8% | +10.1% |
| 3Y | +43.1% | +126.4% | -83.3% | +26.6% |
| All | -18.0% | +61.2% | -79.2% | -26.8% |
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