+585.7%
FITB vs TRGP
+2,299.4%
-1,713.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +2.8% | +12.4% | -9.6% | -1.2% |
| 30D | +9.8% | +2.6% | +7.2% | +8.4% |
| 3M | -5.2% | +11.9% | -17.0% | -9.3% |
| 6M | +17.3% | +13.9% | +3.4% | +10.9% |
| YTD | +19.3% | +64.2% | -44.9% | -1.0% |
| 1Y | +32.7% | +78.5% | -45.8% | +7.0% |
| 3Y | +141.6% | +272.9% | -131.3% | +49.3% |
| 5Y | +48.9% | +510.7% | -461.9% | -22.9% |
| 10Y | +216.5% | +821.0% | -604.4% | +15.2% |
| All | +585.7% | +2,299.4% | -1,713.7% | +36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling