+55.2%
EWT vs TRI
-22.4%
+77.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.6% | -0.5% |
| 7D | -10.9% | +1.0% | -11.9% | -10.7% |
| 30D | -17.7% | +20.8% | -38.5% | -15.8% |
| 3M | -5.0% | +8.1% | -13.1% | -3.6% |
| 6M | +7.4% | +24.2% | -16.8% | +12.6% |
| YTD | +52.8% | -7.8% | +60.6% | +63.2% |
| 1Y | +55.2% | -16.7% | +71.9% | +70.1% |
| All | +55.2% | -22.4% | +77.6% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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