+288.7%
FITB vs TMF
-87.2%
+375.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.1% |
| 7D | +0.6% | -1.4% | +2.0% | +0.3% |
| 30D | -4.7% | -2.8% | -1.9% | -5.2% |
| 3M | +6.7% | -10.9% | +17.6% | +4.6% |
| 6M | +12.6% | -21.3% | +33.9% | +7.9% |
| YTD | +19.1% | -15.9% | +35.0% | +15.8% |
| 1Y | +22.6% | -15.7% | +38.4% | +19.5% |
| 3Y | +127.1% | -43.4% | +170.5% | +107.0% |
| 5Y | +71.8% | -87.8% | +159.6% | 0.0% |
| All | +288.7% | -87.2% | +375.9% | +209.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling