+1,502.2%
TSM vs FHN
+106.3%
+1,396.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.4% | +3.0% |
| 7D | -2.5% | -0.5% | -2.0% | -2.4% |
| 30D | -14.3% | +1.9% | -16.2% | -14.6% |
| 3M | -7.2% | -6.9% | -0.3% | -5.8% |
| 6M | -5.1% | -3.1% | -2.1% | -4.7% |
| YTD | +28.9% | +0.6% | +28.3% | +28.2% |
| 1Y | +37.1% | +12.4% | +24.7% | +33.0% |
| 3Y | +341.5% | +133.7% | +207.8% | +262.3% |
| 5Y | +245.7% | +61.4% | +184.3% | +190.9% |
| 10Y | +1,502.2% | +97.9% | +1,404.4% | +1,281.9% |
| All | +1,502.2% | +106.3% | +1,396.0% | +1,281.9% |
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