+82.1%
EWT vs TFC
+16.0%
+66.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | -1.1% | -2.5% | +1.4% | -0.7% |
| 30D | +4.8% | -2.8% | +7.6% | +5.2% |
| 3M | +11.1% | +2.1% | +9.0% | +10.4% |
| 6M | +54.6% | +10.1% | +44.5% | +49.3% |
| YTD | +71.4% | +5.4% | +66.0% | +66.3% |
| 1Y | +82.1% | +16.3% | +65.8% | +70.8% |
| All | +82.1% | +16.0% | +66.1% | +70.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling