+156.4%
EWT vs TMF
-87.6%
+244.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +1.6% | +1.0% | +0.7% | +1.6% |
| 30D | +8.2% | -1.8% | +10.0% | +8.3% |
| 3M | +11.1% | -8.2% | +19.3% | +11.5% |
| 6M | +60.4% | -19.5% | +79.9% | +61.7% |
| YTD | +75.6% | -16.0% | +91.5% | +76.7% |
| 1Y | +91.3% | -22.5% | +113.8% | +92.9% |
| 3Y | +200.3% | -42.3% | +242.6% | +202.7% |
| 5Y | +156.4% | -87.7% | +244.1% | +140.8% |
| All | +156.4% | -87.6% | +244.0% | +140.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling