+867.0%
EWT vs TDG
+12,853.5%
-11,986.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | -1.1% | -2.7% | +1.6% | -0.2% |
| 30D | +4.8% | -9.3% | +14.1% | +8.2% |
| 3M | +11.1% | -7.1% | +18.2% | +13.6% |
| 6M | +54.6% | -11.2% | +65.8% | +60.0% |
| YTD | +71.4% | -15.3% | +86.7% | +79.7% |
| 1Y | +82.1% | -12.5% | +94.6% | +88.3% |
| 3Y | +193.2% | +51.2% | +142.0% | +147.3% |
| 5Y | +146.1% | +126.1% | +20.0% | +77.6% |
| 10Y | +505.0% | +536.2% | -31.2% | +164.9% |
| All | +867.0% | +12,853.5% | -11,986.4% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling