+969.9%
FITB vs TNA
+990.0%
-20.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.1% |
| 7D | +2.8% | +4.1% | -1.2% | +1.1% |
| 30D | -4.5% | -7.6% | +3.1% | -1.4% |
| 3M | +5.7% | +8.1% | -2.4% | +1.1% |
| 6M | +17.1% | +49.0% | -31.9% | -4.6% |
| YTD | +18.3% | +51.7% | -33.4% | -5.4% |
| 1Y | +23.9% | +59.6% | -35.7% | -5.1% |
| 3Y | +131.1% | +118.9% | +12.2% | +32.1% |
| 5Y | +71.1% | -19.2% | +90.3% | +28.8% |
| 10Y | +283.9% | +77.2% | +206.7% | +35.7% |
| All | +969.9% | +990.0% | -20.1% | -42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling