+75.4%
TSM vs FHN
+13.3%
+62.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.8% |
| 7D | +4.8% | 0.0% | +4.7% | +4.8% |
| 30D | +4.0% | -2.6% | +6.6% | +4.5% |
| 3M | +2.0% | 0.0% | +1.9% | +1.6% |
| 6M | +25.5% | +9.2% | +16.3% | +21.8% |
| YTD | +44.0% | +4.3% | +39.7% | +40.2% |
| 1Y | +75.4% | +10.8% | +64.7% | +72.2% |
| All | +75.4% | +13.3% | +62.1% | +72.2% |
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