+42.4%
TEL vs FITB
+48.6%
-6.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.2% |
| 7D | +4.5% | +2.8% | +1.8% | +3.2% |
| 30D | +2.9% | +9.8% | -6.9% | -1.4% |
| 3M | +1.1% | -5.2% | +6.3% | +3.5% |
| 6M | +5.0% | +17.3% | -12.3% | -2.9% |
| YTD | -3.9% | +19.3% | -23.2% | -12.3% |
| 1Y | -7.4% | +32.7% | -40.1% | -19.7% |
| 3Y | +81.0% | +141.6% | -60.6% | +17.4% |
| All | +42.4% | +48.6% | -6.3% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling