+187.8%
TYL vs FHN
+81.8%
+106.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +0.8% | +2.1% | -1.3% | +0.6% |
| 30D | +21.1% | +3.8% | +17.3% | +20.6% |
| 3M | +28.9% | -8.9% | +37.9% | +30.4% |
| 6M | +42.0% | +1.8% | +40.2% | +41.5% |
| YTD | -6.6% | +0.6% | -7.2% | -6.9% |
| 1Y | -9.1% | +12.9% | -22.0% | -10.8% |
| 3Y | +1.8% | +126.4% | -124.5% | -9.4% |
| 5Y | -22.9% | +62.3% | -85.2% | -30.3% |
| All | +187.8% | +81.8% | +106.0% | +158.3% |
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