+149.4%
EWT vs TDY
+39.0%
+110.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.3% |
| 7D | -1.1% | -1.1% | 0.0% | -0.7% |
| 30D | +4.5% | -12.0% | +16.5% | +10.2% |
| 3M | +8.3% | -3.2% | +11.5% | +9.9% |
| 6M | +54.2% | -7.9% | +62.1% | +59.5% |
| YTD | +74.6% | +18.2% | +56.4% | +63.9% |
| 1Y | +84.9% | +6.7% | +78.2% | +80.2% |
| 3Y | +197.5% | +47.5% | +150.0% | +153.0% |
| All | +149.4% | +39.0% | +110.4% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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