-2.3%
TT vs FITB
+31.0%
-33.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.5% | +2.2% | +3.9% |
| 7D | +1.7% | -1.1% | +2.9% | +2.1% |
| 30D | -11.8% | +7.3% | -19.2% | -13.7% |
| 3M | -12.6% | -4.0% | -8.6% | -11.5% |
| 6M | -9.4% | +11.9% | -21.3% | -12.7% |
| YTD | +8.8% | +19.0% | -10.2% | +2.4% |
| All | -2.3% | +31.0% | -33.3% | -11.5% |
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