+244.2%
FITB vs TMF
-84.4%
+328.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -1.5% | +1.2% | -2.7% | -1.3% |
| 30D | +5.8% | +19.7% | -13.9% | +9.3% |
| 3M | -6.1% | -2.1% | -4.0% | -6.4% |
| 6M | +5.9% | -13.4% | +19.4% | +3.4% |
| YTD | +16.1% | -16.7% | +32.8% | +12.7% |
| 1Y | +28.8% | -23.3% | +52.2% | +23.2% |
| 3Y | +126.0% | -24.8% | +150.8% | +121.3% |
| 5Y | +45.3% | -88.0% | +133.3% | -17.2% |
| All | +244.2% | -84.4% | +328.6% | +163.2% |
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