+149.4%
EWT vs TD
+125.7%
+23.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.5% |
| 7D | -1.1% | -0.5% | -0.6% | -0.9% |
| 30D | +4.5% | -1.9% | +6.4% | +5.4% |
| 3M | +8.3% | +4.8% | +3.5% | +5.6% |
| 6M | +54.2% | +28.0% | +26.2% | +36.4% |
| YTD | +74.6% | +30.3% | +44.3% | +53.0% |
| 1Y | +84.9% | +59.8% | +25.1% | +47.2% |
| 3Y | +197.5% | +124.7% | +72.8% | +99.7% |
| All | +149.4% | +125.7% | +23.8% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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