+1,106.2%
EWT vs TRI
+499.2%
+607.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.0% |
| 7D | -1.1% | -14.4% | +13.3% | +5.1% |
| 30D | +4.8% | -8.1% | +12.9% | +7.7% |
| 3M | +11.1% | +17.5% | -6.4% | +0.1% |
| 6M | +54.6% | -5.0% | +59.6% | +50.3% |
| YTD | +71.4% | -24.7% | +96.1% | +82.0% |
| 1Y | +82.1% | -41.5% | +123.6% | +117.6% |
| 3Y | +193.2% | -20.3% | +213.6% | +193.4% |
| 5Y | +146.1% | -10.9% | +157.0% | +129.1% |
| 10Y | +505.0% | +190.6% | +314.4% | +190.3% |
| All | +1,106.2% | +499.2% | +607.0% | +254.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling