+36.0%
TSM vs FITB
+36.9%
-0.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.5% |
| 7D | -10.0% | +2.3% | -12.3% | -10.4% |
| 30D | -18.5% | +7.7% | -26.3% | -19.7% |
| 3M | -4.9% | -4.5% | -0.4% | -4.1% |
| 6M | -1.0% | +12.5% | -13.4% | -4.4% |
| YTD | +31.3% | +19.8% | +11.5% | +21.0% |
| 1Y | +36.0% | +34.1% | +1.9% | +21.7% |
| All | +36.0% | +36.9% | -0.9% | +21.7% |
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