+850.4%
TTMI vs FITB
+71.3%
+779.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.6% | +3.3% |
| 7D | +12.2% | +2.8% | +9.3% | +10.4% |
| 30D | -5.7% | -4.5% | -1.2% | -3.3% |
| 3M | -27.5% | +5.7% | -33.1% | -29.9% |
| 6M | +47.1% | +17.1% | +30.0% | +34.1% |
| YTD | +87.5% | +18.3% | +69.1% | +69.2% |
| 1Y | +175.2% | +23.9% | +151.3% | +141.7% |
| 3Y | +901.9% | +131.1% | +770.8% | +547.7% |
| All | +850.4% | +71.3% | +779.1% | +591.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling