+97.9%
FHN vs TAP
-49.5%
+147.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.7% |
| 7D | -0.5% | -7.8% | +7.4% | +3.1% |
| 30D | +1.9% | +7.1% | -5.2% | -1.6% |
| 3M | -6.9% | -7.0% | +0.1% | -4.5% |
| 6M | -3.1% | -3.8% | +0.7% | -2.6% |
| YTD | +0.6% | -11.7% | +12.3% | +4.0% |
| 1Y | +12.4% | -10.1% | +22.5% | +14.9% |
| 3Y | +133.7% | -23.7% | +157.4% | +150.9% |
| 5Y | +61.4% | +2.9% | +58.5% | +37.3% |
| 10Y | +97.9% | -49.5% | +147.3% | +61.8% |
| All | +97.9% | -49.5% | +147.4% | +61.8% |
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