+36.0%
TSM vs FHN
+14.6%
+21.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.6% |
| 7D | -10.0% | +2.3% | -12.2% | -10.3% |
| 30D | -18.5% | +1.6% | -20.2% | -18.8% |
| 3M | -4.9% | -8.4% | +3.5% | -2.9% |
| 6M | -1.0% | -2.3% | +1.3% | -1.3% |
| YTD | +31.3% | +1.5% | +29.8% | +26.0% |
| 1Y | +36.0% | +15.0% | +21.0% | +26.2% |
| All | +36.0% | +14.6% | +21.4% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 1y: compounded portfolio wealth divided by compounded FHN 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…
1y analysis · Full analysis span regression · 6 months rolling