+165.8%
ET vs TW
+206.7%
-40.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | +0.2% | -4.5% | +4.7% | +1.5% |
| 30D | +2.9% | -2.3% | +5.1% | +3.4% |
| 3M | +16.8% | +2.6% | +14.2% | +15.3% |
| 6M | +18.9% | -17.5% | +36.4% | +24.6% |
| YTD | +37.7% | -5.3% | +43.0% | +37.8% |
| 1Y | +32.4% | -14.8% | +47.2% | +36.6% |
| 3Y | +99.5% | +18.8% | +80.6% | +81.9% |
| 5Y | +244.0% | +20.7% | +223.2% | +203.3% |
| All | +165.8% | +206.7% | -40.9% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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