+590.1%
EWT vs TD
+2,528.7%
-1,938.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.1% |
| 7D | +1.6% | +0.9% | +0.8% | +1.1% |
| 30D | +8.2% | -0.7% | +8.8% | +8.5% |
| 3M | +11.1% | +6.3% | +4.8% | +7.3% |
| 6M | +60.4% | +27.9% | +32.5% | +40.1% |
| YTD | +75.6% | +29.8% | +45.8% | +52.0% |
| 1Y | +91.3% | +63.7% | +27.7% | +45.9% |
| 3Y | +200.3% | +128.3% | +72.0% | +88.3% |
| 5Y | +156.4% | +125.5% | +30.9% | +59.3% |
| 10Y | +495.8% | +296.7% | +199.1% | +157.9% |
| All | +590.1% | +2,528.7% | -1,938.5% | +7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling