+683.8%
TEL vs FITB
+129.0%
+554.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +3.0% | +0.6% | +2.4% | +2.7% |
| 30D | -3.9% | -4.7% | +0.8% | -2.7% |
| 3M | -5.1% | +6.7% | -11.8% | -6.9% |
| 6M | +0.6% | +12.6% | -12.0% | -2.7% |
| YTD | -7.3% | +19.1% | -26.4% | -12.0% |
| 1Y | +1.1% | +22.6% | -21.5% | -4.9% |
| 3Y | +63.7% | +127.1% | -63.4% | +29.1% |
| 5Y | +50.7% | +71.8% | -21.1% | +26.7% |
| 10Y | +290.2% | +287.2% | +3.0% | +158.1% |
| All | +683.8% | +129.0% | +554.8% | +382.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling