+200.3%
EWT vs TT
+121.9%
+78.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.4% |
| 7D | +1.6% | +1.6% | +0.1% | +1.0% |
| 30D | +8.2% | -7.3% | +15.5% | +11.8% |
| 3M | +11.1% | -2.6% | +13.6% | +12.5% |
| 6M | +60.4% | +5.9% | +54.5% | +57.2% |
| YTD | +75.6% | +15.4% | +60.2% | +66.5% |
| 1Y | +91.3% | +8.2% | +83.1% | +85.6% |
| 3Y | +200.3% | +122.7% | +77.6% | +142.2% |
| All | +200.3% | +121.9% | +78.4% | +142.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling