+98.6%
TFC vs FITB
+285.0%
-186.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.5% | -1.6% |
| 7D | +2.2% | +2.8% | -0.6% | 0.0% |
| 30D | -2.5% | -4.5% | +2.0% | +1.3% |
| 3M | +4.5% | +5.7% | -1.1% | 0.0% |
| 6M | +11.0% | +17.1% | -6.1% | -2.6% |
| YTD | +5.9% | +18.3% | -12.4% | -8.2% |
| 1Y | +14.6% | +23.9% | -9.3% | -4.6% |
| 3Y | +96.7% | +131.1% | -34.4% | -1.9% |
| 5Y | +15.6% | +71.1% | -55.5% | -27.1% |
| 10Y | +98.6% | +283.9% | -185.3% | -36.3% |
| All | +98.6% | +285.0% | -186.4% | -36.3% |
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