+1,815.4%
TSM vs FITB
+282.4%
+1,533.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | +4.8% | -0.4% | +5.2% | +4.9% |
| 30D | +4.0% | -5.1% | +9.2% | +5.7% |
| 3M | +2.0% | +3.5% | -1.6% | +0.6% |
| 6M | +25.5% | +17.2% | +8.3% | +18.9% |
| YTD | +44.0% | +17.6% | +26.4% | +35.8% |
| 1Y | +75.4% | +23.4% | +52.1% | +62.6% |
| 3Y | +406.7% | +129.7% | +277.0% | +280.6% |
| 5Y | +285.0% | +68.4% | +216.6% | +213.0% |
| 10Y | +1,815.4% | +285.6% | +1,529.7% | +1,097.4% |
| All | +1,815.4% | +282.4% | +1,533.0% | +1,097.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling