+12,759.1%
TDG vs FITB
+164.6%
+12,594.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -2.4% | -0.4% | -2.0% | -2.3% |
| 30D | -8.0% | -5.1% | -2.8% | -6.8% |
| 3M | -10.5% | +3.5% | -14.0% | -11.3% |
| 6M | -11.9% | +17.2% | -29.1% | -15.3% |
| YTD | -15.4% | +17.6% | -33.0% | -18.8% |
| 1Y | -14.2% | +23.4% | -37.6% | -18.8% |
| 3Y | +51.0% | +129.7% | -78.7% | +21.9% |
| 5Y | +126.5% | +68.4% | +58.0% | +94.7% |
| 10Y | +535.6% | +285.6% | +249.9% | +355.9% |
| All | +12,759.1% | +164.6% | +12,594.6% | +8,910.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling