+141.6%
FITB vs TCOM
+26.7%
+114.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +1.1% |
| 7D | +2.8% | -1.8% | +4.5% | +2.8% |
| 30D | +9.8% | +12.1% | -2.3% | +9.2% |
| 3M | -5.2% | -3.2% | -2.0% | -5.0% |
| 6M | +17.3% | -16.6% | +34.0% | +18.5% |
| YTD | +19.3% | -39.4% | +58.7% | +22.5% |
| 1Y | +32.7% | -41.5% | +74.2% | +36.5% |
| 3Y | +141.6% | +24.4% | +117.2% | +152.4% |
| All | +141.6% | +26.7% | +114.9% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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