-11.8%
TDG vs FITB
+24.3%
-36.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | -1.9% | -0.3% | -1.6% | -1.8% |
| 30D | -7.7% | -5.7% | -2.0% | -6.2% |
| 3M | -9.3% | +3.2% | -12.5% | -10.2% |
| 6M | -9.4% | +23.4% | -32.8% | -14.1% |
| YTD | -14.3% | +18.8% | -33.0% | -18.0% |
| 1Y | -11.8% | +25.0% | -36.8% | -18.5% |
| All | -11.8% | +24.3% | -36.1% | -18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling