+141.6%
FITB vs TMF
-32.2%
+173.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.2% |
| 7D | +2.8% | -9.3% | +12.0% | +3.7% |
| 30D | +9.8% | +1.9% | +7.9% | +9.6% |
| 3M | -5.2% | -11.2% | +6.1% | -4.2% |
| 6M | +17.3% | -17.7% | +35.0% | +19.3% |
| YTD | +19.3% | -24.5% | +43.7% | +22.0% |
| 1Y | +32.7% | -29.4% | +62.1% | +36.4% |
| 3Y | +141.6% | -33.4% | +175.0% | +141.6% |
| All | +141.6% | -32.2% | +173.8% | +141.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling