+513.6%
EWT vs TNA
+86.1%
+427.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.8% | +1.6% |
| 7D | -1.1% | -7.3% | +6.1% | +0.4% |
| 30D | +4.5% | -14.2% | +18.6% | +7.7% |
| 3M | +8.3% | -4.6% | +12.8% | +9.3% |
| 6M | +54.2% | +36.9% | +17.3% | +44.6% |
| YTD | +74.6% | +42.5% | +32.0% | +61.7% |
| 1Y | +84.9% | +45.8% | +39.1% | +69.5% |
| 3Y | +197.5% | +104.7% | +92.9% | +138.9% |
| 5Y | +150.6% | -21.7% | +172.3% | +122.5% |
| All | +513.6% | +86.1% | +427.5% | +305.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling