+47.5%
FITB vs TPR
+230.3%
-182.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +2.8% | -0.3% | +3.0% | +2.9% |
| 30D | +9.8% | +15.1% | -5.3% | +4.1% |
| 3M | -5.2% | +3.5% | -8.7% | -6.8% |
| 6M | +17.3% | +0.4% | +16.9% | +14.9% |
| YTD | +19.3% | +4.6% | +14.7% | +14.1% |
| 1Y | +32.7% | +33.1% | -0.4% | +15.7% |
| 3Y | +141.6% | +396.0% | -254.4% | +13.1% |
| All | +47.5% | +230.3% | -182.8% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling