+97.9%
EWT vs TPR
+18.2%
+79.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +1.9% |
| 7D | +4.0% | -2.7% | +6.6% | +4.4% |
| 30D | +10.3% | -23.3% | +33.6% | +15.3% |
| 3M | +6.1% | -12.8% | +18.9% | +7.2% |
| 6M | +56.6% | -21.7% | +78.4% | +60.7% |
| YTD | +76.6% | -3.9% | +80.5% | +74.3% |
| 1Y | +97.9% | +16.9% | +81.0% | +88.5% |
| All | +97.9% | +18.2% | +79.7% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling