+126.6%
FHN vs TAP
-52.1%
+178.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | +0.8% |
| 7D | +2.7% | -2.3% | +5.0% | +3.7% |
| 30D | -3.1% | -9.4% | +6.3% | +1.0% |
| 3M | +2.3% | -0.8% | +3.1% | +2.0% |
| 6M | +9.7% | -14.7% | +24.5% | +16.7% |
| YTD | +4.7% | -13.9% | +18.7% | +10.0% |
| 1Y | +13.8% | -18.6% | +32.4% | +22.2% |
| 3Y | +131.6% | -32.0% | +163.6% | +164.2% |
| 5Y | +91.1% | -1.0% | +92.1% | +67.2% |
| 10Y | +126.6% | -51.4% | +178.0% | +93.5% |
| All | +126.6% | -52.1% | +178.7% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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