+66.7%
FITB vs TRI
-10.0%
+76.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.3% |
| 7D | -0.3% | -7.9% | +7.6% | +1.0% |
| 30D | -5.7% | -4.5% | -1.2% | -5.2% |
| 3M | +3.2% | +22.1% | -18.9% | -1.3% |
| 6M | +23.4% | -2.8% | +26.2% | +22.9% |
| YTD | +18.8% | -23.4% | +42.2% | +25.8% |
| 1Y | +25.0% | -41.5% | +66.5% | +43.9% |
| 3Y | +131.2% | -19.2% | +150.4% | +125.1% |
| All | +66.7% | -10.0% | +76.7% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling