+161.7%
TTMI vs FITB
+24.3%
+137.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.8% | +3.1% |
| 7D | +0.7% | -0.3% | +0.9% | +0.8% |
| 30D | -8.4% | -5.7% | -2.8% | -6.0% |
| 3M | -32.5% | +3.2% | -35.6% | -33.7% |
| 6M | +32.5% | +23.4% | +9.1% | +17.2% |
| YTD | +83.2% | +18.8% | +64.5% | +65.3% |
| 1Y | +161.7% | +25.0% | +136.7% | +126.6% |
| All | +161.7% | +24.3% | +137.4% | +126.6% |
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