+138.2%
FITB vs TLN
+602.5%
-464.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.4% | -0.9% |
| 7D | +2.8% | +10.9% | -8.1% | +1.8% |
| 30D | -4.5% | -6.3% | +1.8% | -4.0% |
| 3M | +5.7% | -10.7% | +16.3% | +6.2% |
| 6M | +17.1% | +1.6% | +15.5% | +15.7% |
| YTD | +18.3% | -13.1% | +31.4% | +18.5% |
| 1Y | +23.9% | -15.1% | +38.9% | +24.0% |
| 3Y | +131.1% | +495.0% | -363.9% | +65.3% |
| All | +138.2% | +602.5% | -464.3% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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