+10.7%
TTMI vs FITB
+36.9%
-26.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.5% | -11.6% | -10.7% |
| 7D | -19.2% | +2.3% | -21.5% | -20.2% |
| 30D | -44.9% | +7.7% | -52.6% | -47.1% |
| 3M | -44.7% | -4.5% | -40.2% | -43.3% |
| 6M | -53.4% | +12.5% | -65.9% | -57.1% |
| YTD | +6.3% | +19.8% | -13.4% | -11.5% |
| 1Y | +10.7% | +34.1% | -23.5% | -21.9% |
| All | +10.7% | +36.9% | -26.2% | -21.9% |
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