+197.5%
EWT vs TNA
+101.9%
+95.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.8% | +1.6% |
| 7D | -1.1% | -7.3% | +6.1% | +0.7% |
| 30D | +4.5% | -14.2% | +18.6% | +8.4% |
| 3M | +8.3% | -4.6% | +12.8% | +9.5% |
| 6M | +54.2% | +36.9% | +17.3% | +43.3% |
| YTD | +74.6% | +42.5% | +32.0% | +60.2% |
| 1Y | +84.9% | +45.8% | +39.1% | +67.7% |
| 3Y | +197.5% | +104.7% | +92.9% | +139.7% |
| All | +197.5% | +101.9% | +95.7% | +139.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling