+502.5%
EWT vs TFC
+416.5%
+86.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.3% |
| 7D | +9.1% | +2.3% | +6.9% | +8.3% |
| 30D | -12.2% | +10.8% | -23.0% | -15.2% |
| 3M | -9.4% | -3.8% | -5.7% | -8.4% |
| 6M | +2.7% | +9.6% | -6.9% | -1.1% |
| YTD | +53.3% | +5.8% | +47.5% | +49.0% |
| 1Y | +59.2% | +16.2% | +43.0% | +49.8% |
| 3Y | +157.1% | +96.0% | +61.1% | +98.4% |
| 5Y | +119.6% | +1.7% | +117.9% | +104.4% |
| 10Y | +446.9% | +79.9% | +367.1% | +275.6% |
| All | +502.5% | +416.5% | +86.0% | +150.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling