+129.0%
FITB vs TW
+20.8%
+108.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -0.4% | -0.5% | +0.1% | -0.4% |
| 30D | -5.1% | -0.6% | -4.5% | -5.1% |
| 3M | +3.5% | +3.4% | +0.1% | +3.2% |
| 6M | +17.2% | -18.4% | +35.7% | +19.5% |
| YTD | +17.6% | -3.9% | +21.6% | +17.5% |
| 1Y | +23.4% | -13.3% | +36.7% | +24.7% |
| All | +129.0% | +20.8% | +108.1% | +117.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling