-12.6%
TLT vs FITB
+212.2%
-224.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.3% |
| 7D | -3.1% | +2.8% | -5.9% | -2.9% |
| 30D | +1.0% | +9.8% | -8.7% | +1.9% |
| 3M | -2.7% | -5.2% | +2.4% | -3.2% |
| 6M | -4.1% | +17.3% | -21.5% | -2.7% |
| YTD | -5.4% | +19.3% | -24.6% | -3.6% |
| 1Y | -7.0% | +32.7% | -39.7% | -4.4% |
| 3Y | +2.8% | +141.6% | -138.8% | +13.5% |
| 5Y | -35.4% | +48.9% | -84.2% | -32.0% |
| All | -12.6% | +212.2% | -224.8% | +6.2% |
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 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