+961.6%
TT vs FITB
+284.6%
+677.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.2% |
| 7D | +1.6% | +2.8% | -1.3% | +0.5% |
| 30D | -7.3% | -4.5% | -2.8% | -5.8% |
| 3M | -2.6% | +5.7% | -8.2% | -4.7% |
| 6M | +5.9% | +17.1% | -11.2% | -0.4% |
| YTD | +15.4% | +18.3% | -2.9% | +7.8% |
| 1Y | +8.2% | +23.9% | -15.6% | -0.9% |
| 3Y | +122.7% | +131.1% | -8.4% | +57.7% |
| 5Y | +145.0% | +71.1% | +73.9% | +88.5% |
| All | +961.6% | +284.6% | +677.0% | +437.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling