+520.8%
EWT vs TMF
-86.2%
+607.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.2% |
| 7D | +2.1% | -0.9% | +3.0% | +2.1% |
| 30D | +9.4% | -1.0% | +10.4% | +9.4% |
| 3M | +10.9% | -11.3% | +22.1% | +10.7% |
| 6M | +57.9% | -22.7% | +80.7% | +57.1% |
| YTD | +75.9% | -17.3% | +93.3% | +75.3% |
| 1Y | +89.7% | -22.5% | +112.2% | +88.8% |
| 3Y | +200.9% | -43.2% | +244.1% | +197.3% |
| 5Y | +154.5% | -88.3% | +242.8% | +126.3% |
| 10Y | +520.8% | -86.0% | +606.8% | +492.9% |
| All | +520.8% | -86.2% | +607.0% | +492.9% |
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