+150.0%
FITB vs TDY
+6,954.6%
-6,804.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.1% |
| 7D | -0.4% | -1.8% | +1.4% | +0.4% |
| 30D | -5.1% | -13.8% | +8.6% | +0.9% |
| 3M | +3.5% | -3.9% | +7.4% | +5.0% |
| 6M | +17.2% | -9.0% | +26.2% | +21.4% |
| YTD | +17.6% | +16.5% | +1.1% | +9.5% |
| 1Y | +23.4% | +9.3% | +14.1% | +17.7% |
| 3Y | +129.7% | +45.1% | +84.6% | +93.7% |
| 5Y | +68.4% | +35.0% | +33.4% | +45.6% |
| 10Y | +285.6% | +469.0% | -183.4% | +99.3% |
| All | +150.0% | +6,954.6% | -6,804.5% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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