+197.5%
EWT vs TDG
+52.1%
+145.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.5% |
| 7D | -1.1% | -1.9% | +0.7% | -0.6% |
| 30D | +4.5% | -7.7% | +12.2% | +6.7% |
| 3M | +8.3% | -9.3% | +17.6% | +11.0% |
| 6M | +54.2% | -9.4% | +63.6% | +57.6% |
| YTD | +74.6% | -14.3% | +88.8% | +80.3% |
| 1Y | +84.9% | -11.8% | +96.7% | +89.0% |
| 3Y | +197.5% | +52.0% | +145.6% | +155.2% |
| All | +197.5% | +52.1% | +145.4% | +155.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling