+97.9%
EWT vs TT
+10.3%
+87.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.5% |
| 7D | +4.0% | -0.2% | +4.2% | +4.1% |
| 30D | +10.3% | -7.4% | +17.7% | +14.8% |
| 3M | +6.1% | -3.2% | +9.3% | +8.2% |
| 6M | +56.6% | +1.1% | +55.5% | +56.0% |
| YTD | +76.6% | +15.6% | +61.0% | +71.8% |
| 1Y | +97.9% | +9.2% | +88.7% | +97.4% |
| All | +97.9% | +10.3% | +87.5% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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