+451.5%
TTMI vs FITB
+48.8%
+402.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.4% | +8.6% | +8.7% |
| 7D | +7.2% | -0.6% | +7.8% | +7.9% |
| 30D | -28.7% | +7.0% | -35.7% | -31.4% |
| 3M | -39.8% | -4.8% | -35.0% | -38.3% |
| 6M | -51.7% | +13.5% | -65.3% | -55.5% |
| YTD | +14.1% | +19.1% | -5.0% | +2.0% |
| 1Y | +16.0% | +30.8% | -14.8% | -1.4% |
| 3Y | +452.7% | +141.6% | +311.0% | +243.7% |
| 5Y | +451.5% | +48.3% | +403.2% | +317.7% |
| All | +451.5% | +48.8% | +402.8% | +317.7% |
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