-4.5%
TT vs FITB
+36.9%
-41.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.1% | -2.1% |
| 7D | -8.5% | +2.3% | -10.8% | -9.1% |
| 30D | -12.8% | +7.7% | -20.5% | -14.8% |
| 3M | -12.9% | -4.5% | -8.4% | -11.6% |
| 6M | -15.2% | +12.5% | -27.7% | -18.5% |
| YTD | +6.2% | +19.8% | -13.6% | -0.2% |
| 1Y | -4.5% | +34.1% | -38.7% | -14.8% |
| All | -4.5% | +36.9% | -41.4% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling