+6,170.5%
TGT vs FITB
+2,860.1%
+3,310.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | +2.6% | +2.8% | -0.1% | +2.0% |
| 30D | +4.7% | +9.8% | -5.1% | +2.5% |
| 3M | +4.6% | -5.2% | +9.7% | +5.8% |
| 6M | +34.9% | +17.3% | +17.5% | +29.6% |
| YTD | +70.9% | +19.3% | +51.6% | +63.4% |
| 1Y | +84.4% | +32.7% | +51.7% | +71.9% |
| 3Y | +69.1% | +141.6% | -72.5% | +37.2% |
| 5Y | -26.9% | +48.9% | -75.8% | -34.8% |
| 10Y | +207.6% | +216.5% | -8.9% | +117.4% |
| All | +6,170.5% | +2,860.1% | +3,310.4% | +1,913.5% |
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 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