+77.7%
FITB vs TRI
+518.6%
-440.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | +3.9% |
| 7D | +2.8% | -7.1% | +9.9% | +7.7% |
| 30D | -4.5% | -2.3% | -2.2% | -4.3% |
| 3M | +5.7% | +19.6% | -13.9% | -11.6% |
| 6M | +17.1% | -8.7% | +25.8% | +15.2% |
| YTD | +18.3% | -22.3% | +40.6% | +26.7% |
| 1Y | +23.9% | -40.7% | +64.6% | +63.3% |
| 3Y | +131.1% | -17.8% | +148.9% | +117.7% |
| 5Y | +71.1% | -8.5% | +79.6% | +41.9% |
| 10Y | +283.9% | +192.6% | +91.3% | +3.1% |
| All | +77.7% | +518.6% | -440.9% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling