+520.8%
EWT vs TPR
+299.5%
+221.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.9% |
| 7D | +2.1% | -7.3% | +9.4% | +3.7% |
| 30D | +9.4% | -30.7% | +40.1% | +17.5% |
| 3M | +10.9% | -21.6% | +32.5% | +15.8% |
| 6M | +57.9% | -21.3% | +79.3% | +64.3% |
| YTD | +75.9% | -10.2% | +86.1% | +77.5% |
| 1Y | +89.7% | +9.5% | +80.2% | +82.8% |
| 3Y | +200.9% | +280.8% | -79.9% | +117.6% |
| 5Y | +154.5% | +218.7% | -64.2% | +85.9% |
| 10Y | +520.8% | +306.7% | +214.1% | +293.3% |
| All | +520.8% | +299.5% | +221.3% | +293.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling