+47.5%
FITB vs TRGP
+504.4%
-456.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +2.8% | +12.4% | -9.6% | -1.6% |
| 30D | +9.8% | +2.6% | +7.2% | +8.1% |
| 3M | -5.2% | +11.9% | -17.0% | -10.0% |
| 6M | +17.3% | +13.9% | +3.4% | +9.7% |
| YTD | +19.3% | +64.2% | -44.9% | -5.6% |
| 1Y | +32.7% | +78.5% | -45.8% | +1.0% |
| 3Y | +141.6% | +272.9% | -131.3% | +25.0% |
| All | +47.5% | +504.4% | -456.9% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling