+200.3%
EWT vs TMF
-42.4%
+242.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +1.6% | +1.0% | +0.7% | +1.5% |
| 30D | +8.2% | -1.8% | +10.0% | +8.4% |
| 3M | +11.1% | -8.2% | +19.3% | +11.9% |
| 6M | +60.4% | -19.5% | +79.9% | +63.1% |
| YTD | +75.6% | -16.0% | +91.5% | +78.0% |
| 1Y | +91.3% | -22.5% | +113.8% | +94.8% |
| 3Y | +200.3% | -42.3% | +242.6% | +208.2% |
| All | +200.3% | -42.4% | +242.7% | +208.2% |
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