+94.2%
TT vs FITB
+141.3%
-47.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | +8.1% | +0.8% | +7.2% | +7.8% |
| 30D | -11.3% | +7.3% | -18.6% | -13.1% |
| 3M | -11.2% | -6.3% | -4.9% | -9.5% |
| 6M | -8.9% | +12.6% | -21.5% | -12.3% |
| YTD | +9.7% | +18.0% | -8.3% | +4.0% |
| 1Y | +1.3% | +28.9% | -27.6% | -6.6% |
| All | +94.2% | +141.3% | -47.1% | +64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling