+513.6%
EWT vs TRI
+196.2%
+317.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.5% |
| 7D | -1.1% | -7.9% | +6.8% | +0.5% |
| 30D | +4.5% | -4.5% | +9.0% | +5.1% |
| 3M | +8.3% | +22.1% | -13.8% | +1.2% |
| 6M | +54.2% | -2.8% | +57.0% | +52.5% |
| YTD | +74.6% | -23.4% | +98.0% | +85.5% |
| 1Y | +84.9% | -41.5% | +126.4% | +116.9% |
| 3Y | +197.5% | -19.2% | +216.7% | +200.2% |
| 5Y | +150.6% | -9.4% | +160.0% | +137.3% |
| All | +513.6% | +196.2% | +317.4% | +282.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling