+12,412.3%
TYL vs FHN
+1,824.4%
+10,587.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -3.7% | +1.2% | -4.9% | -3.9% |
| 30D | +18.7% | -4.7% | +23.4% | +19.8% |
| 3M | +18.1% | +3.5% | +14.6% | +17.2% |
| 6M | -1.1% | +7.8% | -8.9% | -2.9% |
| YTD | -19.8% | +5.9% | -25.7% | -21.1% |
| 1Y | -34.3% | +12.5% | -46.8% | -36.3% |
| 3Y | -8.2% | +117.2% | -125.4% | -23.1% |
| 5Y | -25.4% | +86.5% | -112.0% | -38.4% |
| 10Y | +115.6% | +125.7% | -10.2% | +57.8% |
| All | +12,412.3% | +1,824.4% | +10,587.9% | +6,072.3% |
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 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