+284.0%
FITB vs TNA
+86.1%
+197.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.1% |
| 7D | -0.3% | -7.3% | +7.0% | +2.6% |
| 30D | -5.7% | -14.2% | +8.5% | -0.2% |
| 3M | +3.2% | -4.6% | +7.7% | +4.2% |
| 6M | +23.4% | +36.9% | -13.5% | +6.2% |
| YTD | +18.8% | +42.5% | -23.8% | -0.3% |
| 1Y | +25.0% | +45.8% | -20.8% | +2.2% |
| 3Y | +131.2% | +104.7% | +26.6% | +44.4% |
| 5Y | +70.7% | -21.7% | +92.4% | +36.5% |
| All | +284.0% | +86.1% | +197.9% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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