+12,377.6%
TSM vs FITB
+307.5%
+12,070.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +2.9% |
| 7D | -2.5% | -1.1% | -1.4% | -2.2% |
| 30D | -14.3% | +7.3% | -21.6% | -15.8% |
| 3M | -7.2% | -4.0% | -3.2% | -6.4% |
| 6M | -5.1% | +11.9% | -17.0% | -8.1% |
| YTD | +28.9% | +19.0% | +9.9% | +22.6% |
| 1Y | +37.1% | +31.0% | +6.1% | +27.2% |
| 3Y | +341.5% | +143.8% | +197.7% | +246.9% |
| 5Y | +245.7% | +48.9% | +196.8% | +202.4% |
| 10Y | +1,502.2% | +236.6% | +1,265.6% | +974.1% |
| All | +12,377.6% | +307.5% | +12,070.1% | +5,087.0% |
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