+1,090.3%
EWT vs TMF
-68.9%
+1,159.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.9% |
| 7D | +4.0% | -1.4% | +5.4% | +3.8% |
| 30D | +10.3% | -2.8% | +13.1% | +10.1% |
| 3M | +6.1% | -10.9% | +17.0% | +5.1% |
| 6M | +56.6% | -21.3% | +77.9% | +53.3% |
| YTD | +76.6% | -15.9% | +92.5% | +74.0% |
| 1Y | +97.9% | -15.7% | +113.6% | +95.2% |
| 3Y | +198.0% | -43.4% | +241.3% | +186.6% |
| 5Y | +151.8% | -87.8% | +239.5% | +104.3% |
| 10Y | +514.1% | -86.7% | +600.9% | +434.7% |
| All | +1,090.3% | -68.9% | +1,159.2% | +1,287.0% |
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