+220.3%
TTMI vs FITB
+141.5%
+78.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.3% |
| 7D | +11.4% | +2.8% | +8.6% | +10.5% |
| 30D | -28.3% | +9.8% | -38.1% | -30.6% |
| 3M | -46.7% | -5.2% | -41.5% | -45.8% |
| 6M | -56.1% | +17.3% | -73.4% | -58.6% |
| YTD | +7.4% | +19.3% | -11.9% | +0.7% |
| 1Y | +17.4% | +32.7% | -15.3% | +6.4% |
| 3Y | +429.1% | +141.6% | +287.6% | +295.7% |
| 5Y | +418.8% | +48.9% | +369.9% | +345.2% |
| 10Y | +411.2% | +216.5% | +194.7% | +225.1% |
| All | +220.3% | +141.5% | +78.8% | +99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling