+1,643.1%
TSM vs FHN
+81.8%
+1,561.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | +6.2% | +2.1% | +4.1% | +5.7% |
| 30D | -7.3% | +3.8% | -11.1% | -8.0% |
| 3M | -7.1% | -8.9% | +1.8% | -5.2% |
| 6M | +0.2% | +1.8% | -1.6% | -0.4% |
| YTD | +32.2% | +0.6% | +31.7% | +31.5% |
| 1Y | +42.8% | +12.9% | +29.9% | +38.3% |
| 3Y | +330.4% | +126.4% | +204.0% | +254.9% |
| 5Y | +263.9% | +62.3% | +201.6% | +205.3% |
| All | +1,643.1% | +81.8% | +1,561.2% | +1,285.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling