+44.7%
FITB vs TPR
+253.5%
-208.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.4% |
| 7D | -1.5% | +14.2% | -15.7% | -6.2% |
| 30D | +5.8% | +17.1% | -11.3% | -0.2% |
| 3M | -6.1% | -17.7% | +11.6% | -0.6% |
| 6M | +5.9% | -10.2% | +16.1% | +7.8% |
| YTD | +16.1% | +4.9% | +11.2% | +11.0% |
| 1Y | +28.8% | +36.1% | -7.3% | +11.4% |
| 3Y | +126.0% | +416.5% | -290.4% | +5.0% |
| All | +44.7% | +253.5% | -208.8% | -22.7% |
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