+89.1%
FITB vs TCOM
+2,694.8%
-2,605.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | +0.6% | -9.5% | +10.1% | +3.1% |
| 30D | -4.7% | -10.7% | +6.0% | -2.2% |
| 3M | +6.7% | -14.6% | +21.3% | +10.2% |
| 6M | +12.6% | -19.3% | +31.9% | +17.7% |
| YTD | +19.1% | -42.9% | +62.1% | +35.0% |
| 1Y | +22.6% | -43.8% | +66.4% | +39.2% |
| 3Y | +127.1% | +2.1% | +125.0% | +108.9% |
| 5Y | +71.8% | +31.2% | +40.6% | +35.3% |
| 10Y | +287.2% | -13.9% | +301.1% | +221.0% |
| All | +89.1% | +2,694.8% | -2,605.7% | -29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling