+396.5%
TTMI vs FITB
+212.2%
+184.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.4% |
| 7D | +11.4% | +2.8% | +8.6% | +10.1% |
| 30D | -28.3% | +9.8% | -38.1% | -31.5% |
| 3M | -46.7% | -5.2% | -41.5% | -45.4% |
| 6M | -56.1% | +17.3% | -73.4% | -59.7% |
| YTD | +7.4% | +19.3% | -11.9% | -2.3% |
| 1Y | +17.4% | +32.7% | -15.3% | +1.7% |
| 3Y | +429.1% | +141.6% | +287.6% | +249.5% |
| 5Y | +418.8% | +48.9% | +369.9% | +311.2% |
| All | +396.5% | +212.2% | +184.3% | +158.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling