+5,975.1%
TGT vs FITB
+2,819.0%
+3,156.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.1% |
| 7D | -3.6% | -0.4% | -3.2% | -3.5% |
| 30D | +4.4% | -5.1% | +9.6% | +5.6% |
| 3M | +25.4% | +3.5% | +21.8% | +24.2% |
| 6M | +33.4% | +17.2% | +16.2% | +28.2% |
| YTD | +65.6% | +17.6% | +47.9% | +58.8% |
| 1Y | +80.3% | +23.4% | +56.9% | +70.9% |
| 3Y | +42.1% | +129.7% | -87.6% | +16.5% |
| 5Y | -25.0% | +68.4% | -93.4% | -34.9% |
| 10Y | +208.2% | +285.6% | -77.4% | +108.5% |
| All | +5,975.1% | +2,819.0% | +3,156.1% | +1,857.0% |
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