+9.1%
TE vs FITB
+144.0%
-134.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.2% | -4.2% |
| 7D | -19.1% | +2.8% | -21.8% | -21.4% |
| 30D | -34.1% | +9.8% | -43.9% | -40.4% |
| 3M | -60.1% | -5.2% | -55.0% | -57.8% |
| 6M | -66.0% | +17.3% | -83.3% | -71.7% |
| YTD | -71.4% | +19.3% | -90.7% | -77.8% |
| 1Y | -45.3% | +32.7% | -78.0% | -63.4% |
| 3Y | +9.1% | +141.6% | -132.4% | -63.4% |
| All | +9.1% | +144.0% | -134.9% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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