-9.9%
TYL vs FHN
+14.6%
-24.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +4.6% |
| 7D | +17.3% | +2.3% | +15.0% | +17.1% |
| 30D | +28.9% | +1.6% | +27.3% | +28.7% |
| 3M | +35.1% | -8.4% | +43.4% | +35.2% |
| 6M | +29.3% | -2.3% | +31.6% | +29.1% |
| YTD | -6.8% | +1.5% | -8.3% | -7.1% |
| 1Y | -9.9% | +15.0% | -24.9% | -14.2% |
| All | -9.9% | +14.6% | -24.5% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling