+290.7%
TSM vs FITB
+71.1%
+219.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.6% |
| 7D | +6.0% | +2.8% | +3.2% | +5.0% |
| 30D | +4.5% | -4.5% | +9.0% | +6.2% |
| 3M | +3.1% | +5.7% | -2.6% | +0.7% |
| 6M | +30.2% | +17.1% | +13.1% | +22.2% |
| YTD | +45.2% | +18.3% | +26.9% | +35.1% |
| 1Y | +79.6% | +23.9% | +55.7% | +63.8% |
| 3Y | +411.0% | +131.1% | +279.9% | +259.9% |
| 5Y | +290.7% | +71.1% | +219.6% | +219.1% |
| All | +290.7% | +71.1% | +219.6% | +219.1% |
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 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