+573.9%
EWT vs TKO
+2,637.5%
-2,063.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.8% | -2.4% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | +4.8% | -2.6% | +7.4% | +5.2% |
| 3M | +11.1% | -7.8% | +18.9% | +12.4% |
| 6M | +54.6% | -7.0% | +61.6% | +55.8% |
| YTD | +71.4% | -8.5% | +80.0% | +72.9% |
| 1Y | +82.1% | -1.3% | +83.4% | +80.5% |
| 3Y | +193.2% | +105.0% | +88.3% | +147.7% |
| 5Y | +146.1% | +292.9% | -146.8% | +79.4% |
| 10Y | +505.0% | +979.3% | -474.3% | +230.4% |
| All | +573.9% | +2,637.5% | -2,063.6% | +137.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling