+107.7%
FITB vs TPR
+8,066.7%
-7,959.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +1.1% |
| 7D | -0.6% | +6.4% | -7.0% | -3.4% |
| 30D | +7.0% | +13.8% | -6.7% | +0.9% |
| 3M | -4.8% | -16.6% | +11.9% | +1.3% |
| 6M | +13.5% | +0.7% | +12.9% | +10.7% |
| YTD | +19.1% | +5.3% | +13.7% | +12.7% |
| 1Y | +30.8% | +32.4% | -1.6% | +11.9% |
| 3Y | +141.6% | +406.4% | -264.8% | +8.1% |
| 5Y | +48.3% | +227.9% | -179.6% | -23.0% |
| 10Y | +215.9% | +371.7% | -155.8% | +20.6% |
| All | +107.7% | +8,066.7% | -7,959.0% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling