+234.7%
TMUS vs FITB
+247.7%
-12.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.5% | +1.6% | +3.6% |
| 7D | +5.3% | -1.1% | +6.5% | +5.6% |
| 30D | +13.5% | +7.3% | +6.2% | +11.8% |
| 3M | -4.2% | -4.0% | -0.2% | -3.5% |
| 6M | -11.9% | +11.9% | -23.8% | -14.1% |
| YTD | -15.6% | +19.0% | -34.6% | -19.3% |
| 1Y | -16.8% | +31.0% | -47.8% | -22.2% |
| 3Y | +20.8% | +143.8% | -123.0% | -4.1% |
| 5Y | +48.0% | +48.9% | -0.8% | +29.4% |
| 10Y | +234.7% | +236.6% | -1.9% | +129.4% |
| All | +234.7% | +247.7% | -12.9% | +129.4% |
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