+2,700.2%
TFC vs FITB
+2,855.6%
-155.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +2.4% | +0.6% | +1.8% | +2.1% |
| 30D | -1.3% | -4.7% | +3.4% | +1.1% |
| 3M | +6.1% | +6.7% | -0.6% | +2.9% |
| 6M | +7.3% | +12.6% | -5.2% | +1.5% |
| YTD | +8.2% | +19.1% | -10.9% | -0.6% |
| 1Y | +14.4% | +22.6% | -8.2% | +3.6% |
| 3Y | +93.7% | +127.1% | -33.4% | +31.4% |
| 5Y | +16.4% | +71.8% | -55.4% | -8.3% |
| 10Y | +101.6% | +287.2% | -185.6% | +12.6% |
| All | +2,700.2% | +2,855.6% | -155.4% | +1,145.9% |
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