+8,094.7%
TMO vs FITB
+2,836.2%
+5,258.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | +0.4% | +2.8% | -2.4% | -0.1% |
| 30D | +1.5% | -4.5% | +6.0% | +2.3% |
| 3M | +28.5% | +5.7% | +22.9% | +27.2% |
| 6M | +20.4% | +17.1% | +3.3% | +16.9% |
| YTD | +4.3% | +18.3% | -14.1% | +1.0% |
| 1Y | +24.1% | +23.9% | +0.2% | +19.0% |
| 3Y | +17.5% | +131.1% | -113.6% | +0.6% |
| 5Y | +6.8% | +71.1% | -64.3% | -5.1% |
| 10Y | +311.9% | +283.9% | +28.0% | +200.7% |
| All | +8,094.7% | +2,836.2% | +5,258.5% | +3,772.1% |
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