-1.7%
TEL vs FITB
+24.5%
-26.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.2% |
| 7D | -2.3% | -1.0% | -1.3% | -1.9% |
| 30D | -6.1% | -5.5% | -0.6% | -4.0% |
| 3M | +1.7% | +4.1% | -2.4% | 0.0% |
| 6M | +1.6% | +18.7% | -17.1% | -5.0% |
| YTD | -9.1% | +18.2% | -27.2% | -16.0% |
| 1Y | -1.7% | +23.7% | -25.3% | -11.9% |
| All | -1.7% | +24.5% | -26.2% | -11.9% |
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