+131.2%
TLT vs FITB
+73.2%
+58.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -0.4% | +0.6% | -1.0% | -0.4% |
| 30D | -0.6% | -4.7% | +4.2% | -0.9% |
| 3M | -2.7% | +6.7% | -9.4% | -2.3% |
| 6M | -5.6% | +12.6% | -18.2% | -4.8% |
| YTD | -2.8% | +19.1% | -21.9% | -1.4% |
| 1Y | -1.4% | +22.6% | -24.1% | +0.2% |
| 3Y | -1.6% | +127.1% | -128.7% | +5.1% |
| 5Y | -33.8% | +71.8% | -105.6% | -30.1% |
| 10Y | -21.1% | +287.2% | -308.3% | -8.7% |
| All | +131.2% | +73.2% | +58.0% | +169.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling