+199.2%
EWT vs TLN
+495.0%
-295.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.3% | -1.2% |
| 7D | +1.6% | +10.9% | -9.3% | -0.6% |
| 30D | +8.2% | -6.3% | +14.5% | +9.5% |
| 3M | +11.1% | -10.7% | +21.8% | +13.4% |
| 6M | +60.4% | +1.6% | +58.8% | +59.2% |
| YTD | +75.6% | -13.1% | +88.7% | +78.1% |
| 1Y | +91.3% | -15.1% | +106.4% | +94.4% |
| All | +199.2% | +495.0% | -295.8% | +120.0% |
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