+131.3%
TLT vs FITB
+68.8%
+62.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | -0.1% |
| 7D | +0.1% | -1.5% | +1.6% | 0.0% |
| 30D | +6.2% | +5.8% | +0.4% | +6.6% |
| 3M | +0.1% | -6.1% | +6.2% | -0.4% |
| 6M | -3.0% | +5.9% | -8.9% | -2.5% |
| YTD | -2.7% | +16.1% | -18.8% | -1.5% |
| 1Y | -4.8% | +28.8% | -33.7% | -2.9% |
| 3Y | +6.9% | +126.0% | -119.1% | +14.1% |
| 5Y | -34.5% | +45.3% | -79.7% | -31.6% |
| 10Y | -17.3% | +255.4% | -272.7% | -4.7% |
| All | +131.3% | +68.8% | +62.5% | +169.3% |
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 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