+155.5%
EWT vs TMF
-29.8%
+185.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.1% | +7.1% | +7.2% |
| 7D | -5.0% | +0.6% | -5.6% | -5.0% |
| 30D | -16.3% | +16.3% | -32.6% | -17.6% |
| 3M | -7.2% | -2.7% | -4.5% | -7.0% |
| 6M | -0.5% | -13.2% | +12.7% | +0.8% |
| YTD | +50.6% | -16.7% | +67.2% | +52.9% |
| 1Y | +54.8% | -22.7% | +77.6% | +57.9% |
| 3Y | +155.5% | -26.1% | +181.6% | +155.8% |
| All | +155.5% | -29.8% | +185.3% | +155.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling