+203.1%
FITB vs TPR
+365.1%
-161.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +0.8% | -1.1% | +2.0% | +1.3% |
| 30D | +7.3% | +15.1% | -7.8% | +0.7% |
| 3M | -6.3% | -13.4% | +7.1% | -1.9% |
| 6M | +12.6% | +1.4% | +11.2% | +9.4% |
| YTD | +18.0% | +4.8% | +13.2% | +11.8% |
| 1Y | +28.9% | +29.2% | -0.3% | +11.1% |
| 3Y | +139.4% | +403.7% | -264.3% | +3.3% |
| 5Y | +47.2% | +230.8% | -183.6% | -26.1% |
| All | +203.1% | +365.1% | -161.9% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling