+519.9%
EWT vs TT
+5,113.9%
-4,594.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.0% | +4.9% | +5.4% |
| 7D | +3.2% | +3.5% | -0.3% | +2.0% |
| 30D | -12.3% | -11.0% | -1.3% | -7.6% |
| 3M | -3.6% | -12.0% | +8.4% | +2.0% |
| 6M | +3.1% | -10.4% | +13.6% | +8.5% |
| YTD | +57.7% | +9.9% | +47.8% | +51.4% |
| 1Y | +60.3% | +1.5% | +58.8% | +59.1% |
| 3Y | +163.4% | +93.7% | +69.7% | +95.4% |
| 5Y | +127.4% | +139.2% | -11.8% | +49.9% |
| 10Y | +462.7% | +741.5% | -278.8% | +102.0% |
| All | +519.9% | +5,113.9% | -4,594.0% | -14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling