+322.0%
TSM vs FHN
+114.0%
+208.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.3% | +6.7% | +6.4% |
| 7D | -7.6% | -1.0% | -6.6% | -7.2% |
| 30D | -20.5% | +0.2% | -20.7% | -20.5% |
| 3M | -10.0% | -9.0% | -1.0% | -7.4% |
| 6M | -10.1% | -6.8% | -3.2% | -8.4% |
| YTD | +24.5% | -1.5% | +26.0% | +24.0% |
| 1Y | +31.2% | +10.9% | +20.2% | +25.6% |
| 3Y | +322.0% | +119.4% | +202.6% | +222.3% |
| All | +322.0% | +114.0% | +208.0% | +222.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling