+452.3%
EWT vs TMF
-82.1%
+534.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.1% |
| 7D | +9.1% | -9.3% | +18.4% | +8.9% |
| 30D | -12.2% | +1.9% | -14.2% | -12.2% |
| 3M | -9.4% | -11.2% | +1.8% | -9.6% |
| 6M | +2.7% | -17.7% | +20.4% | +2.3% |
| YTD | +53.3% | -24.5% | +77.7% | +52.5% |
| 1Y | +59.2% | -29.4% | +88.6% | +58.0% |
| 3Y | +157.1% | -33.4% | +190.5% | +156.5% |
| 5Y | +119.6% | -88.7% | +208.3% | +93.2% |
| All | +452.3% | -82.1% | +534.4% | +413.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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