+513.6%
EWT vs TFC
+98.7%
+414.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | -1.1% | -2.4% | +1.3% | -0.5% |
| 30D | +4.5% | -3.4% | +7.8% | +5.3% |
| 3M | +8.3% | +0.4% | +7.8% | +7.8% |
| 6M | +54.2% | +12.7% | +41.6% | +48.9% |
| YTD | +74.6% | +5.6% | +69.0% | +71.1% |
| 1Y | +84.9% | +16.0% | +68.9% | +76.6% |
| 3Y | +197.5% | +94.0% | +103.5% | +145.4% |
| 5Y | +150.6% | +16.2% | +134.4% | +130.7% |
| All | +513.6% | +98.7% | +414.9% | +373.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling