-24.8%
TYL vs FHN
+86.2%
-110.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -3.7% | +1.2% | -4.9% | -3.8% |
| 30D | +18.7% | -4.7% | +23.4% | +19.4% |
| 3M | +18.1% | +3.5% | +14.6% | +17.6% |
| 6M | -1.1% | +7.8% | -8.9% | -2.2% |
| YTD | -19.8% | +5.9% | -25.7% | -20.5% |
| 1Y | -34.3% | +12.5% | -46.8% | -35.5% |
| 3Y | -8.2% | +117.2% | -125.4% | -16.6% |
| All | -24.8% | +86.2% | -110.9% | -32.5% |
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