+586.2%
EWT vs TDY
+3,673.7%
-3,087.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.4% |
| 7D | -1.1% | -1.1% | 0.0% | -0.8% |
| 30D | +4.5% | -12.0% | +16.5% | +8.6% |
| 3M | +8.3% | -3.2% | +11.5% | +9.4% |
| 6M | +54.2% | -7.9% | +62.1% | +58.4% |
| YTD | +74.6% | +18.2% | +56.4% | +65.8% |
| 1Y | +84.9% | +6.7% | +78.2% | +80.9% |
| 3Y | +197.5% | +47.5% | +150.0% | +161.5% |
| 5Y | +150.6% | +39.5% | +111.1% | +121.7% |
| 10Y | +516.1% | +477.2% | +38.9% | +245.2% |
| All | +586.2% | +3,673.7% | -3,087.5% | +156.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling