+169.2%
FITB vs TW
+209.8%
-40.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -1.0% | -2.7% | +1.7% | -0.1% |
| 30D | -5.5% | -1.7% | -3.8% | -5.1% |
| 3M | +4.1% | +1.6% | +2.5% | +2.8% |
| 6M | +18.7% | -17.7% | +36.4% | +25.2% |
| YTD | +18.2% | -4.3% | +22.5% | +17.6% |
| 1Y | +23.7% | -13.1% | +36.8% | +27.2% |
| 3Y | +130.8% | +20.3% | +110.5% | +101.3% |
| 5Y | +69.8% | +22.0% | +47.8% | +43.2% |
| All | +169.2% | +209.8% | -40.6% | +50.5% |
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