-17.3%
TT vs FITB
+6.1%
-23.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.1% | +2.6% |
| 7D | -2.0% | -1.5% | -0.5% | -1.6% |
| 30D | -14.0% | +5.8% | -19.8% | -15.2% |
| 3M | -15.9% | -6.1% | -9.8% | -14.2% |
| 6M | -17.3% | +5.9% | -23.3% | -18.4% |
| All | -17.3% | +6.1% | -23.4% | -18.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling