+73.5%
TFC vs FITB
+208.7%
-135.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | 0.0% |
| 7D | +0.1% | +0.8% | -0.7% | -0.6% |
| 30D | +8.6% | +7.3% | +1.3% | +2.5% |
| 3M | -4.3% | -6.3% | +2.0% | +0.9% |
| 6M | +5.4% | +12.6% | -7.1% | -4.3% |
| YTD | +4.5% | +18.0% | -13.5% | -9.2% |
| 1Y | +14.0% | +28.9% | -14.9% | -8.1% |
| 3Y | +93.4% | +139.4% | -46.0% | -6.2% |
| 5Y | +0.5% | +47.2% | -46.7% | -28.5% |
| All | +73.5% | +208.7% | -135.2% | -33.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling