+307.1%
EWT vs TE
-48.3%
+355.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.0% | -10.6% | -1.4% |
| 7D | +1.6% | +18.2% | -16.6% | +0.3% |
| 30D | +8.2% | -13.5% | +21.7% | +9.1% |
| 3M | +11.1% | -44.6% | +55.6% | +15.0% |
| 6M | +60.4% | -24.7% | +85.1% | +60.8% |
| YTD | +75.6% | -24.3% | +99.8% | +74.7% |
| 1Y | +91.3% | +155.6% | -64.2% | +72.4% |
| 3Y | +200.3% | -18.3% | +218.5% | +179.1% |
| 5Y | +156.4% | -41.3% | +197.7% | +138.9% |
| All | +307.1% | -48.3% | +355.4% | +260.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling