+116.4%
EWT vs TMF
-88.4%
+204.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.0% |
| 3M | -7.2% | -2.7% | -4.5% | -7.1% |
| 6M | -0.5% | -13.2% | +12.7% | +0.2% |
| YTD | +50.6% | -16.7% | +67.2% | +51.7% |
| 1Y | +54.8% | -22.7% | +77.6% | +56.4% |
| 3Y | +155.5% | -26.1% | +181.6% | +157.4% |
| 5Y | +116.4% | -88.4% | +204.8% | +102.2% |
| All | +116.4% | -88.4% | +204.8% | +102.2% |
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 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