+14,355.3%
TYL vs FHN
+1,690.1%
+12,665.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -1.9% | -2.2% |
| 7D | +6.7% | -1.0% | +7.6% | +6.9% |
| 30D | +26.5% | +0.2% | +26.3% | +26.5% |
| 3M | +37.3% | -9.0% | +46.3% | +39.7% |
| 6M | +31.2% | -6.8% | +38.0% | +32.7% |
| YTD | -7.4% | -1.5% | -5.8% | -7.5% |
| 1Y | -9.6% | +10.9% | -20.5% | -11.9% |
| 3Y | +1.9% | +119.4% | -117.5% | -14.8% |
| 5Y | -21.1% | +57.5% | -78.7% | -32.5% |
| 10Y | +171.8% | +114.1% | +57.7% | +100.9% |
| All | +14,355.3% | +1,690.1% | +12,665.2% | +7,130.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling