+904.6%
EWT vs TMF
-70.3%
+975.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -1.3% |
| 7D | -3.7% | -1.1% | -2.6% | -3.7% |
| 30D | -17.2% | +11.8% | -29.0% | -16.3% |
| 3M | -7.3% | -4.0% | -3.3% | -7.5% |
| 6M | -1.5% | -16.5% | +15.0% | -2.9% |
| YTD | +49.0% | -19.9% | +68.9% | +46.4% |
| 1Y | +50.6% | -25.6% | +76.2% | +47.0% |
| 3Y | +148.9% | -29.9% | +178.8% | +145.0% |
| 5Y | +116.1% | -88.2% | +204.3% | +74.6% |
| 10Y | +427.8% | -81.7% | +509.6% | +386.7% |
| All | +904.6% | -70.3% | +975.0% | +1,067.1% |
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