+537.0%
TDG vs FITB
+290.8%
+246.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +0.9% |
| 7D | -1.9% | -0.3% | -1.6% | -1.7% |
| 30D | -7.7% | -5.7% | -2.0% | -4.9% |
| 3M | -9.3% | +3.2% | -12.5% | -11.1% |
| 6M | -9.4% | +23.4% | -32.8% | -19.1% |
| YTD | -14.3% | +18.8% | -33.0% | -22.5% |
| 1Y | -11.8% | +25.0% | -36.8% | -22.8% |
| 3Y | +52.0% | +131.2% | -79.2% | -9.3% |
| 5Y | +128.8% | +70.7% | +58.2% | +55.1% |
| All | +537.0% | +290.8% | +246.2% | +156.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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