+833.3%
EWT vs TPR
+7,380.8%
-6,547.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +4.0% | -2.3% | +6.3% | +4.6% |
| 30D | +10.3% | -23.0% | +33.3% | +17.2% |
| 3M | +6.1% | -12.5% | +18.6% | +8.8% |
| 6M | +56.6% | -21.4% | +78.1% | +64.5% |
| YTD | +76.6% | -3.5% | +80.1% | +75.2% |
| 1Y | +97.9% | +17.4% | +80.5% | +85.7% |
| 3Y | +198.0% | +291.3% | -93.3% | +97.2% |
| 5Y | +151.8% | +241.9% | -90.2% | +66.5% |
| 10Y | +514.1% | +322.7% | +191.5% | +234.5% |
| All | +833.3% | +7,380.8% | -6,547.5% | +113.2% |
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