+180.8%
TYL vs FHN
+94.7%
+86.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +4.3% | +0.9% | +3.4% | +4.2% |
| 30D | +28.0% | +2.1% | +25.9% | +27.6% |
| 3M | +32.3% | -6.0% | +38.3% | +33.3% |
| 6M | +29.9% | -2.9% | +32.9% | +30.3% |
| YTD | -7.1% | +0.7% | -7.8% | -7.5% |
| 1Y | -9.2% | +11.0% | -20.2% | -10.8% |
| 3Y | +0.7% | +130.3% | -129.6% | -10.6% |
| 5Y | -21.1% | +61.3% | -82.3% | -28.5% |
| 10Y | +180.8% | +89.6% | +91.2% | +152.1% |
| All | +180.8% | +94.7% | +86.1% | +152.1% |
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