+1,814.8%
FHN vs TAP
+825.0%
+989.8%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +1.2% | -2.3% | +3.5% | +1.8% |
| 30D | -4.7% | -2.1% | -2.6% | -4.3% |
| 3M | +3.5% | +6.6% | -3.1% | +1.5% |
| 6M | +7.8% | -11.5% | +19.3% | +10.6% |
| YTD | +5.9% | -10.3% | +16.1% | +7.9% |
| 1Y | +12.5% | -14.4% | +26.9% | +15.7% |
| 3Y | +117.2% | -28.3% | +145.5% | +131.4% |
| 5Y | +86.5% | +1.7% | +84.8% | +78.6% |
| 10Y | +125.7% | -49.2% | +175.0% | +146.4% |
| All | +1,814.8% | +825.0% | +989.8% | +1,283.9% |
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