+245.3%
ET vs TW
+20.0%
+225.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | +0.6% | -0.5% | +1.2% | +0.7% |
| 30D | +5.3% | -0.6% | +5.9% | +5.3% |
| 3M | +15.6% | +3.4% | +12.2% | +14.7% |
| 6M | +20.6% | -18.4% | +39.1% | +24.1% |
| YTD | +38.5% | -3.9% | +42.4% | +38.3% |
| 1Y | +35.7% | -13.3% | +49.1% | +38.1% |
| 3Y | +98.4% | +20.8% | +77.5% | +92.3% |
| 5Y | +245.3% | +20.3% | +225.0% | +207.9% |
| All | +245.3% | +20.0% | +225.2% | +207.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling