+171.8%
FITB vs TW
+301.3%
-129.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | +2.8% | +3.9% | -1.2% | +1.5% |
| 30D | +9.8% | +19.9% | -10.1% | +3.7% |
| 3M | -5.2% | +25.9% | -31.1% | -11.9% |
| 6M | +17.3% | +21.1% | -3.8% | +9.5% |
| YTD | +19.3% | +23.9% | -4.6% | +9.4% |
| 1Y | +32.7% | +21.2% | +11.5% | +22.6% |
| 3Y | +141.6% | +44.8% | +96.8% | +100.3% |
| 5Y | +48.9% | +41.4% | +7.5% | +21.8% |
| All | +171.8% | +301.3% | -129.5% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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