+188.1%
EWT vs TLN
+589.3%
-401.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.6% |
| 7D | +2.1% | +5.8% | -3.7% | +0.9% |
| 30D | +9.4% | -6.9% | +16.2% | +10.9% |
| 3M | +10.9% | -10.9% | +21.8% | +13.2% |
| 6M | +57.9% | -4.6% | +62.5% | +58.6% |
| YTD | +75.9% | -14.7% | +90.6% | +79.1% |
| 1Y | +89.7% | -17.9% | +107.6% | +94.0% |
| 3Y | +200.9% | +483.9% | -283.0% | +121.5% |
| All | +188.1% | +589.3% | -401.3% | +110.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling