+69.8%
FITB vs TNA
-26.1%
+95.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.5% | +1.4% |
| 7D | -1.0% | -7.6% | +6.6% | +1.5% |
| 30D | -5.5% | -13.6% | +8.1% | -1.1% |
| 3M | +4.1% | +2.8% | +1.3% | +2.4% |
| 6M | +18.7% | +34.5% | -15.8% | +5.2% |
| YTD | +18.2% | +41.0% | -22.9% | +2.3% |
| 1Y | +23.7% | +52.0% | -28.4% | +3.0% |
| 3Y | +130.8% | +103.5% | +27.3% | +55.8% |
| 5Y | +69.8% | -22.5% | +92.3% | +37.8% |
| All | +69.8% | -26.1% | +95.9% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling