-8.6%
TEL vs FITB
+36.9%
-45.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.4% |
| 7D | -0.5% | +2.3% | -2.8% | -1.5% |
| 30D | +0.6% | +7.7% | -7.1% | -2.6% |
| 3M | +2.0% | -4.5% | +6.5% | +3.9% |
| 6M | +8.1% | +12.5% | -4.4% | +1.9% |
| YTD | -2.2% | +19.8% | -21.9% | -14.0% |
| 1Y | -8.6% | +34.1% | -42.7% | -26.5% |
| All | -8.6% | +36.9% | -45.5% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling