+13,957.4%
TSM vs FITB
+305.2%
+13,652.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.5% |
| 7D | +6.0% | +2.8% | +3.2% | +5.3% |
| 30D | +4.5% | -4.5% | +9.0% | +5.7% |
| 3M | +3.1% | +5.7% | -2.6% | +1.4% |
| 6M | +30.2% | +17.1% | +13.1% | +24.7% |
| YTD | +45.2% | +18.3% | +26.9% | +38.4% |
| 1Y | +79.6% | +23.9% | +55.7% | +68.9% |
| 3Y | +411.0% | +131.1% | +279.9% | +306.4% |
| 5Y | +290.7% | +71.1% | +219.6% | +229.9% |
| 10Y | +1,753.6% | +283.9% | +1,469.7% | +1,103.9% |
| All | +13,957.4% | +305.2% | +13,652.2% | +5,754.8% |
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