+846.9%
EWT vs TMF
-69.2%
+916.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +3.9% |
| 7D | -11.7% | +1.2% | -12.9% | -11.6% |
| 30D | -23.2% | +19.7% | -43.0% | -22.0% |
| 3M | -12.5% | -2.1% | -10.4% | -12.5% |
| 6M | -5.9% | -13.4% | +7.5% | -7.0% |
| YTD | +40.5% | -16.7% | +57.2% | +38.4% |
| 1Y | +43.7% | -23.3% | +67.1% | +40.6% |
| 3Y | +136.6% | -24.8% | +161.5% | +134.6% |
| 5Y | +105.1% | -88.0% | +193.1% | +65.8% |
| 10Y | +387.0% | -84.7% | +471.7% | +334.8% |
| All | +846.9% | -69.2% | +916.1% | +1,003.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling