+126.1%
TDG vs FITB
+68.4%
+57.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -2.7% | -1.0% | -1.7% | -2.3% |
| 30D | -9.3% | -5.5% | -3.8% | -7.4% |
| 3M | -7.1% | +4.1% | -11.2% | -8.6% |
| 6M | -11.2% | +18.7% | -29.9% | -16.8% |
| YTD | -15.3% | +18.2% | -33.4% | -20.8% |
| 1Y | -12.5% | +23.7% | -36.1% | -19.9% |
| 3Y | +51.2% | +130.8% | -79.6% | +5.0% |
| 5Y | +126.1% | +69.8% | +56.4% | +82.4% |
| All | +126.1% | +68.4% | +57.8% | +82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling