+28.8%
TTD vs FITB
+6.7%
+22.2%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.2% | -0.6% |
| 7D | +21.3% | +2.8% | +18.5% | +16.4% |
| 30D | +28.7% | +9.8% | +18.9% | +10.3% |
| All | +28.8% | +6.7% | +22.2% | +12.5% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling