+1,681.2%
FHN vs TAP
+821.1%
+860.0%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.8% |
| 7D | -1.0% | +0.5% | -1.5% | -1.2% |
| 30D | +0.2% | +9.1% | -8.9% | -2.2% |
| 3M | -9.0% | -3.8% | -5.2% | -8.4% |
| 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% | +10.8% |
| 3Y | +119.4% | -24.4% | +143.7% | +130.1% |
| 5Y | +57.5% | +2.1% | +55.5% | +50.3% |
| 10Y | +114.1% | -48.7% | +162.9% | +133.0% |
| All | +1,681.2% | +821.1% | +860.0% | +1,185.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling