+154.5%
EWT vs TT
+143.3%
+11.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +2.1% | +1.4% | +0.7% | +1.6% |
| 30D | +9.4% | -6.7% | +16.0% | +12.4% |
| 3M | +10.9% | -5.4% | +16.3% | +13.5% |
| 6M | +57.9% | +4.4% | +53.6% | +55.7% |
| YTD | +75.9% | +14.9% | +61.0% | +67.2% |
| 1Y | +89.7% | +9.3% | +80.4% | +83.3% |
| 3Y | +200.9% | +121.7% | +79.1% | +126.3% |
| 5Y | +154.5% | +148.2% | +6.3% | +73.2% |
| All | +154.5% | +143.3% | +11.2% | +73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling