+151.0%
EWT vs TLN
+710.8%
-559.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.7% |
| 7D | +9.1% | +11.0% | -1.9% | +6.7% |
| 30D | -12.2% | +4.9% | -17.1% | -13.3% |
| 3M | -9.4% | +4.9% | -14.3% | -10.9% |
| 6M | +2.7% | +7.1% | -4.5% | +0.3% |
| YTD | +53.3% | +0.3% | +53.0% | +50.0% |
| 1Y | +59.2% | +5.9% | +53.3% | +53.9% |
| 3Y | +157.1% | +578.5% | -421.4% | +82.5% |
| All | +151.0% | +710.8% | -559.8% | +76.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling