+156.4%
EWT vs TPR
+230.0%
-73.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.2% | +0.3% |
| 7D | +1.6% | -3.4% | +5.0% | +2.4% |
| 30D | +8.2% | -27.3% | +35.5% | +16.0% |
| 3M | +11.1% | -16.2% | +27.3% | +14.7% |
| 6M | +60.4% | -17.9% | +78.3% | +65.8% |
| YTD | +75.6% | -7.1% | +82.7% | +75.5% |
| 1Y | +91.3% | +13.6% | +77.7% | +80.9% |
| 3Y | +200.3% | +293.7% | -93.5% | +99.4% |
| 5Y | +156.4% | +239.1% | -82.7% | +70.7% |
| All | +156.4% | +230.0% | -73.6% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling