+57.9%
FHN vs TAP
+2.0%
+56.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.5% |
| 7D | -1.0% | +0.5% | -1.5% | -1.1% |
| 30D | +0.2% | +9.1% | -8.9% | -1.5% |
| 3M | -9.0% | -3.8% | -5.2% | -8.5% |
| 6M | -6.8% | -3.4% | -3.4% | -6.6% |
| YTD | -1.5% | -10.6% | +9.1% | -0.2% |
| 1Y | +10.9% | -4.4% | +15.3% | +10.7% |
| 3Y | +119.4% | -24.4% | +143.7% | +127.1% |
| All | +57.9% | +2.0% | +56.0% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling