+322.0%
TSM vs FITB
+123.2%
+198.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.1% | +6.6% |
| 7D | -7.6% | -1.5% | -6.0% | -7.1% |
| 30D | -20.5% | +5.8% | -26.3% | -21.9% |
| 3M | -10.0% | -6.1% | -3.9% | -8.3% |
| 6M | -10.1% | +5.9% | -16.0% | -12.2% |
| YTD | +24.5% | +16.1% | +8.4% | +16.9% |
| 1Y | +31.2% | +28.8% | +2.3% | +18.7% |
| 3Y | +322.0% | +126.0% | +196.0% | +223.2% |
| All | +322.0% | +123.2% | +198.8% | +223.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling