-19.8%
TLT vs FITB
+282.4%
-302.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | -0.3% | -0.4% | +0.1% | -0.3% |
| 30D | 0.0% | -5.1% | +5.1% | -0.5% |
| 3M | -2.9% | +3.5% | -6.4% | -2.5% |
| 6M | -6.3% | +17.2% | -23.5% | -4.8% |
| YTD | -3.3% | +17.6% | -21.0% | -1.7% |
| 1Y | -4.2% | +23.4% | -27.6% | -2.0% |
| 3Y | -1.7% | +129.7% | -131.4% | +8.2% |
| 5Y | -34.9% | +68.4% | -103.3% | -30.0% |
| 10Y | -19.8% | +285.6% | -305.5% | +3.9% |
| All | -19.8% | +282.4% | -302.2% | +3.9% |
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