+51.8%
TEL vs FITB
+70.3%
-18.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | +1.2% | -0.4% | +1.6% | +1.4% |
| 30D | -4.1% | -5.1% | +1.0% | -1.8% |
| 3M | -2.6% | +3.5% | -6.1% | -4.4% |
| 6M | 0.0% | +17.2% | -17.2% | -7.3% |
| YTD | -9.1% | +17.6% | -26.7% | -16.5% |
| 1Y | -0.8% | +23.4% | -24.2% | -11.2% |
| 3Y | +67.4% | +129.7% | -62.4% | +10.7% |
| 5Y | +51.8% | +68.4% | -16.7% | +15.0% |
| All | +51.8% | +70.3% | -18.5% | +15.0% |
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