+71.6%
FITB vs TMF
-87.5%
+159.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.2% |
| 7D | +0.6% | -1.4% | +2.0% | +0.6% |
| 30D | -4.7% | -2.8% | -1.9% | -4.8% |
| 3M | +6.7% | -10.9% | +17.6% | +6.6% |
| 6M | +12.6% | -21.3% | +33.9% | +12.2% |
| YTD | +19.1% | -15.9% | +35.0% | +18.9% |
| 1Y | +22.6% | -15.7% | +38.4% | +22.4% |
| 3Y | +127.1% | -43.4% | +170.5% | +122.8% |
| All | +71.6% | -87.5% | +159.1% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling