+284.0%
FITB vs TRI
+196.2%
+87.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | 0.0% |
| 7D | -0.3% | -7.9% | +7.6% | +2.4% |
| 30D | -5.7% | -4.5% | -1.2% | -4.7% |
| 3M | +3.2% | +22.1% | -18.9% | -5.8% |
| 6M | +23.4% | -2.8% | +26.2% | +21.3% |
| YTD | +18.8% | -23.4% | +42.2% | +28.2% |
| 1Y | +25.0% | -41.5% | +66.5% | +53.5% |
| 3Y | +131.2% | -19.2% | +150.4% | +127.8% |
| 5Y | +70.7% | -9.4% | +80.1% | +53.3% |
| All | +284.0% | +196.2% | +87.8% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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