+452.3%
EWT vs TPR
+364.3%
+88.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +9.1% | -0.3% | +9.4% | +9.2% |
| 30D | -12.2% | +15.1% | -27.3% | -15.1% |
| 3M | -9.4% | +3.5% | -12.9% | -10.6% |
| 6M | +2.7% | +0.4% | +2.2% | +1.2% |
| YTD | +53.3% | +4.6% | +48.7% | +49.1% |
| 1Y | +59.2% | +33.1% | +26.1% | +46.9% |
| 3Y | +157.1% | +396.0% | -238.9% | +75.6% |
| 5Y | +119.6% | +230.3% | -110.7% | +58.6% |
| All | +452.3% | +364.3% | +88.0% | +245.6% |
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