+14.0%
TFC vs FITB
+29.2%
-15.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | 0.0% |
| 7D | +0.1% | +0.8% | -0.7% | -0.6% |
| 30D | +8.6% | +7.3% | +1.3% | +2.8% |
| 3M | -4.3% | -6.3% | +2.0% | +0.6% |
| 6M | +5.4% | +12.6% | -7.1% | -3.2% |
| YTD | +4.5% | +18.0% | -13.5% | -6.5% |
| 1Y | +14.0% | +28.9% | -14.9% | -3.5% |
| All | +14.0% | +29.2% | -15.2% | -3.5% |
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