+30.3%
FITB vs TPR
+30.9%
-0.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +0.5% | +12.1% | -11.6% | -2.3% |
| 30D | +7.0% | +16.7% | -9.7% | +2.9% |
| 3M | -4.4% | -17.4% | +13.0% | +0.2% |
| 6M | +11.6% | +2.3% | +9.3% | +8.2% |
| YTD | +18.6% | +7.1% | +11.5% | +14.4% |
| All | +30.3% | +30.9% | -0.6% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling