+513.6%
EWT vs TKO
+989.7%
-476.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.8% |
| 7D | -1.1% | +2.3% | -3.4% | -1.5% |
| 30D | +4.5% | -2.5% | +6.9% | +4.7% |
| 3M | +8.3% | -10.6% | +18.9% | +9.8% |
| 6M | +54.2% | -5.1% | +59.3% | +54.7% |
| YTD | +74.6% | -8.2% | +82.8% | +75.7% |
| 1Y | +84.9% | -4.4% | +89.3% | +84.6% |
| 3Y | +197.5% | +100.4% | +97.2% | +161.5% |
| 5Y | +150.6% | +294.3% | -143.7% | +95.0% |
| All | +513.6% | +989.7% | -476.0% | +330.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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