-28.1%
TGT vs FITB
+48.6%
-76.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | +2.6% | +2.8% | -0.1% | +1.5% |
| 30D | +4.7% | +9.8% | -5.1% | +0.6% |
| 3M | +4.6% | -5.2% | +9.7% | +6.8% |
| 6M | +34.9% | +17.3% | +17.5% | +24.8% |
| YTD | +70.9% | +19.3% | +51.6% | +56.2% |
| 1Y | +84.4% | +32.7% | +51.7% | +60.3% |
| 3Y | +69.1% | +141.6% | -72.5% | +12.2% |
| All | -28.1% | +48.6% | -76.7% | -45.6% |
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