+273.1%
TSM vs FHN
+86.2%
+186.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +2.9% | +2.9% |
| 7D | +2.7% | +1.2% | +1.6% | +2.5% |
| 30D | +3.6% | -4.7% | +8.3% | +4.4% |
| 3M | -3.4% | +3.5% | -6.9% | -4.1% |
| 6M | +20.6% | +7.8% | +12.8% | +18.8% |
| YTD | +41.9% | +5.9% | +36.0% | +40.0% |
| 1Y | +84.4% | +12.5% | +71.9% | +79.7% |
| 3Y | +380.2% | +117.2% | +263.0% | +327.7% |
| All | +273.1% | +86.2% | +186.9% | +216.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling