+55.2%
EWT vs TLN
-17.6%
+72.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.5% | +7.3% | +1.1% |
| 7D | -10.9% | -6.0% | -4.9% | -9.6% |
| 30D | -17.7% | -1.5% | -16.2% | -17.8% |
| 3M | -5.0% | -3.9% | -1.1% | -4.9% |
| 6M | +7.4% | -15.0% | +22.4% | +10.4% |
| YTD | +52.8% | -12.8% | +65.6% | +53.5% |
| 1Y | +55.2% | -17.3% | +72.5% | +57.2% |
| All | +55.2% | -17.6% | +72.8% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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