+156.8%
EWT vs TLN
+599.9%
-443.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.1% | -5.0% | -3.4% |
| 7D | +13.2% | +22.3% | -9.0% | +8.4% |
| 30D | -14.3% | +1.2% | -15.5% | -14.7% |
| 3M | -8.4% | +5.9% | -14.3% | -10.2% |
| 6M | +3.7% | +3.2% | +0.5% | +1.9% |
| YTD | +53.1% | +3.2% | +49.9% | +48.9% |
| 1Y | +55.5% | +5.2% | +50.3% | +50.4% |
| All | +156.8% | +599.9% | -443.1% | +88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling