+47.5%
FITB vs TW
+41.2%
+6.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | +2.8% | +3.9% | -1.2% | +2.0% |
| 30D | +9.8% | +19.9% | -10.1% | +6.1% |
| 3M | -5.2% | +25.9% | -31.1% | -9.3% |
| 6M | +17.3% | +21.1% | -3.8% | +12.7% |
| YTD | +19.3% | +23.9% | -4.6% | +13.3% |
| 1Y | +32.7% | +21.2% | +11.5% | +26.6% |
| 3Y | +141.6% | +44.8% | +96.8% | +111.6% |
| All | +47.5% | +41.2% | +6.3% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling