+901.9%
TTMI vs FITB
+133.7%
+768.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.6% | +3.4% |
| 7D | +12.2% | +2.8% | +9.3% | +10.2% |
| 30D | -5.7% | -4.5% | -1.2% | -2.9% |
| 3M | -27.5% | +5.7% | -33.1% | -30.4% |
| 6M | +47.1% | +17.1% | +30.0% | +31.5% |
| YTD | +87.5% | +18.3% | +69.1% | +65.2% |
| 1Y | +175.2% | +23.9% | +151.3% | +134.6% |
| 3Y | +901.9% | +131.1% | +770.8% | +495.8% |
| All | +901.9% | +133.7% | +768.3% | +495.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling