+11,954.4%
TSM vs FITB
+297.6%
+11,656.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.1% | +6.5% |
| 7D | -7.6% | -1.5% | -6.0% | -7.2% |
| 30D | -20.5% | +5.8% | -26.3% | -21.6% |
| 3M | -10.0% | -6.1% | -3.9% | -8.6% |
| 6M | -10.1% | +5.9% | -16.0% | -11.7% |
| YTD | +24.5% | +16.1% | +8.4% | +19.2% |
| 1Y | +31.2% | +28.8% | +2.3% | +22.2% |
| 3Y | +322.0% | +126.0% | +196.0% | +237.8% |
| 5Y | +245.3% | +45.3% | +200.0% | +203.8% |
| 10Y | +1,465.8% | +255.4% | +1,210.4% | +935.7% |
| All | +11,954.4% | +297.6% | +11,656.8% | +4,941.7% |
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 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