+168.8%
TYL vs FHN
+106.3%
+62.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.8% |
| 7D | +3.5% | -0.5% | +4.0% | +3.6% |
| 30D | +26.9% | +1.9% | +24.9% | +26.6% |
| 3M | +33.8% | -6.9% | +40.8% | +35.0% |
| 6M | +28.8% | -3.1% | +31.9% | +29.2% |
| YTD | -7.9% | +0.6% | -8.5% | -8.2% |
| 1Y | -9.8% | +12.4% | -22.1% | -11.4% |
| 3Y | +1.2% | +133.7% | -132.5% | -10.2% |
| 5Y | -22.8% | +61.4% | -84.2% | -30.0% |
| 10Y | +168.8% | +97.9% | +70.9% | +154.7% |
| All | +168.8% | +106.3% | +62.6% | +154.7% |
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