+23.9%
FITB vs TPR
+12.7%
+11.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.1% | +0.2% |
| 7D | +2.8% | -3.4% | +6.2% | +3.7% |
| 30D | -4.5% | -27.3% | +22.8% | +2.7% |
| 3M | +5.7% | -16.2% | +21.9% | +8.7% |
| 6M | +17.1% | -17.9% | +35.0% | +20.5% |
| YTD | +18.3% | -7.1% | +25.4% | +19.0% |
| 1Y | +23.9% | +13.6% | +10.3% | +20.9% |
| All | +23.9% | +12.7% | +11.2% | +20.9% |
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