+687.7%
EWT vs TPR
+8,206.4%
-7,518.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -3.7% | +12.1% | -15.7% | -6.7% |
| 30D | -17.2% | +16.7% | -33.8% | -20.8% |
| 3M | -7.3% | -17.4% | +10.0% | -3.9% |
| 6M | -1.5% | +2.3% | -3.8% | -3.7% |
| YTD | +49.0% | +7.1% | +41.9% | +43.0% |
| 1Y | +50.6% | +29.5% | +21.1% | +37.2% |
| 3Y | +148.9% | +415.0% | -266.2% | +52.5% |
| 5Y | +116.1% | +261.5% | -145.4% | +40.3% |
| 10Y | +427.8% | +383.3% | +44.5% | +175.7% |
| All | +687.7% | +8,206.4% | -7,518.7% | +74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling