+15,818.7%
TT vs FITB
+2,855.6%
+12,963.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -0.2% | +0.6% | -0.8% | -0.4% |
| 30D | -7.4% | -4.7% | -2.6% | -6.1% |
| 3M | -3.2% | +6.7% | -9.9% | -5.1% |
| 6M | +1.1% | +12.6% | -11.4% | -2.4% |
| YTD | +15.6% | +19.1% | -3.5% | +9.6% |
| 1Y | +9.2% | +22.6% | -13.5% | +2.4% |
| 3Y | +124.4% | +127.1% | -2.7% | +74.2% |
| 5Y | +138.0% | +71.8% | +66.2% | +95.9% |
| 10Y | +886.4% | +287.2% | +599.2% | +514.8% |
| All | +15,818.7% | +2,855.6% | +12,963.0% | +4,397.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling