+206.5%
FITB vs TRGP
+822.5%
-616.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +2.8% | +12.4% | -9.6% | -1.9% |
| 30D | +9.8% | +2.6% | +7.2% | +8.1% |
| 3M | -5.2% | +11.9% | -17.0% | -10.1% |
| 6M | +17.3% | +13.9% | +3.4% | +9.7% |
| YTD | +19.3% | +64.2% | -44.9% | -4.6% |
| 1Y | +32.7% | +78.5% | -45.8% | +2.4% |
| 3Y | +141.6% | +272.9% | -131.3% | +34.6% |
| 5Y | +48.9% | +510.7% | -461.9% | -33.4% |
| All | +206.5% | +822.5% | -616.0% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 10y: compounded portfolio wealth divided by compounded TRGP 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…
10y analysis · Full analysis span regression · 6 months rolling