+513.6%
EWT vs TT
+961.2%
-447.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.6% |
| 7D | -1.1% | -1.2% | +0.1% | -0.7% |
| 30D | +4.5% | -7.3% | +11.8% | +7.5% |
| 3M | +8.3% | -3.6% | +11.9% | +9.9% |
| 6M | +54.2% | +2.8% | +51.4% | +52.8% |
| YTD | +74.6% | +14.5% | +60.1% | +65.9% |
| 1Y | +84.9% | +7.4% | +77.5% | +79.6% |
| 3Y | +197.5% | +116.2% | +81.3% | +121.4% |
| 5Y | +150.6% | +147.4% | +3.2% | +73.6% |
| All | +513.6% | +961.2% | -447.6% | +148.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling