+50.6%
EWT vs TPR
+31.0%
+19.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -3.7% | +12.1% | -15.7% | -4.5% |
| 30D | -17.2% | +16.7% | -33.8% | -18.3% |
| 3M | -7.3% | -17.4% | +10.0% | -3.5% |
| 6M | -1.5% | +2.3% | -3.8% | -3.1% |
| YTD | +49.0% | +7.1% | +41.9% | +47.7% |
| 1Y | +50.6% | +29.5% | +21.1% | +45.7% |
| All | +50.6% | +31.0% | +19.6% | +45.7% |
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