+69.8%
FITB vs TCOM
+21.5%
+48.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.6% |
| 7D | -1.0% | -6.5% | +5.5% | -0.2% |
| 30D | -5.5% | -16.2% | +10.7% | -3.6% |
| 3M | +4.1% | -19.3% | +23.4% | +6.4% |
| 6M | +18.7% | -27.2% | +45.9% | +22.8% |
| YTD | +18.2% | -46.2% | +64.3% | +26.3% |
| 1Y | +23.7% | -46.6% | +70.3% | +32.2% |
| 3Y | +130.8% | +8.4% | +122.4% | +118.5% |
| 5Y | +69.8% | +25.8% | +44.0% | +56.9% |
| All | +69.8% | +21.5% | +48.2% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling