-3.7%
TLT vs FITB
+24.1%
-27.7%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | 0.0% |
| 7D | +0.4% | +2.8% | -2.4% | +0.4% |
| 30D | -0.3% | -4.5% | +4.2% | -0.3% |
| 3M | -1.7% | +5.7% | -7.4% | -1.8% |
| 6M | -4.9% | +17.1% | -22.0% | -4.9% |
| YTD | -2.8% | +18.3% | -21.1% | -2.9% |
| All | -3.7% | +24.1% | -27.7% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling