+10.6%
TMO vs FITB
+68.5%
-57.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -0.6% | -0.3% | -0.4% | -0.6% |
| 30D | +1.1% | -5.7% | +6.8% | +2.9% |
| 3M | +28.3% | +3.2% | +25.2% | +26.8% |
| 6M | +23.3% | +23.4% | -0.1% | +14.9% |
| YTD | +5.5% | +18.8% | -13.3% | -0.9% |
| 1Y | +24.5% | +25.0% | -0.4% | +14.9% |
| 3Y | +19.6% | +131.2% | -111.6% | -9.2% |
| All | +10.6% | +68.5% | -57.9% | -6.8% |
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