+128.5%
TLT vs FITB
+73.1%
+55.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | +0.1% |
| 7D | -1.0% | -0.6% | -0.4% | -1.1% |
| 30D | +3.7% | +7.0% | -3.4% | +4.2% |
| 3M | -0.8% | -4.8% | +4.0% | -1.1% |
| 6M | -3.6% | +13.5% | -17.1% | -2.6% |
| YTD | -3.9% | +19.1% | -23.0% | -2.6% |
| 1Y | -6.2% | +30.8% | -37.0% | -4.2% |
| 3Y | +4.2% | +141.6% | -137.5% | +11.7% |
| 5Y | -34.7% | +48.3% | -83.0% | -31.8% |
| 10Y | -11.8% | +215.9% | -227.7% | +0.8% |
| All | +128.5% | +73.1% | +55.4% | +166.5% |
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