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  • EWT vs TPR✓SelectedUSD · TPREWT vs TPR performance historyLatest closeAs of+0.20%09/09
Stock and ETF performance explorer

EWT vs TPR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+520.8%
TPR return
+299.5%
Excess return
+221.3%
Maximum drawdown
-38.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioTPRExcessAlpha
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