+97.9%
EWT vs TDG
-9.4%
+107.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +4.0% | -2.0% | +6.0% | +4.4% |
| 30D | +10.3% | -7.4% | +17.7% | +12.2% |
| 3M | +6.1% | -5.4% | +11.5% | +7.4% |
| 6M | +56.6% | -11.6% | +68.3% | +58.4% |
| YTD | +76.6% | -12.6% | +89.2% | +78.0% |
| 1Y | +97.9% | -9.3% | +107.2% | +98.0% |
| All | +97.9% | -9.4% | +107.3% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1y: compounded portfolio wealth divided by compounded TDG 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…
1y analysis · Full analysis span regression · 6 months rolling