+25.8%
TMO vs FITB
+23.7%
+2.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -1.4% | +0.6% | -2.0% | -1.5% |
| 30D | +6.2% | -4.7% | +11.0% | +7.4% |
| 3M | +27.5% | +6.7% | +20.8% | +24.8% |
| 6M | +20.0% | +12.6% | +7.4% | +14.7% |
| YTD | +6.1% | +19.1% | -13.0% | +0.1% |
| 1Y | +25.8% | +22.6% | +3.2% | +13.5% |
| All | +25.8% | +23.7% | +2.2% | +13.5% |
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