+594.1%
EWT vs TFC
+428.3%
+165.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +4.0% | +2.4% | +1.5% | +3.1% |
| 30D | +10.3% | -1.3% | +11.6% | +10.7% |
| 3M | +6.1% | +6.1% | 0.0% | +3.5% |
| 6M | +56.6% | +7.3% | +49.3% | +52.0% |
| YTD | +76.6% | +8.2% | +68.4% | +70.5% |
| 1Y | +97.9% | +14.4% | +83.4% | +87.1% |
| 3Y | +198.0% | +93.7% | +104.3% | +130.2% |
| 5Y | +151.8% | +16.4% | +135.4% | +123.4% |
| 10Y | +514.1% | +101.6% | +412.6% | +303.8% |
| All | +594.1% | +428.3% | +165.8% | +186.8% |
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 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