+192.2%
EWT vs TE
-27.3%
+219.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.7% | +4.2% | -2.1% |
| 7D | -1.1% | +0.9% | -2.0% | -1.2% |
| 30D | +4.8% | -16.3% | +21.1% | +5.9% |
| 3M | +11.1% | -40.8% | +51.9% | +14.4% |
| 6M | +54.6% | -42.6% | +97.2% | +57.9% |
| YTD | +71.4% | -31.4% | +102.9% | +72.5% |
| 1Y | +82.1% | +144.9% | -62.8% | +69.3% |
| All | +192.2% | -27.3% | +219.5% | +187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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