+107.8%
FITB vs TPR
+7,380.8%
-7,273.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.6% | -2.3% | +2.9% | +1.6% |
| 30D | -4.7% | -23.0% | +18.2% | +5.3% |
| 3M | +6.7% | -12.5% | +19.1% | +11.3% |
| 6M | +12.6% | -21.4% | +34.0% | +22.0% |
| YTD | +19.1% | -3.5% | +22.6% | +17.8% |
| 1Y | +22.6% | +17.4% | +5.3% | +10.4% |
| 3Y | +127.1% | +291.3% | -164.1% | +14.4% |
| 5Y | +71.8% | +241.9% | -170.1% | -12.3% |
| 10Y | +287.2% | +322.7% | -35.5% | +55.7% |
| All | +107.8% | +7,380.8% | -7,273.0% | -57.7% |
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 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