+594.1%
EWT vs TT
+5,396.9%
-4,802.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +1.5% |
| 7D | +4.0% | 0.0% | +4.0% | +4.0% |
| 30D | +10.3% | -7.2% | +17.5% | +13.8% |
| 3M | +6.1% | -3.0% | +9.1% | +7.5% |
| 6M | +56.6% | +1.4% | +55.3% | +55.7% |
| YTD | +76.6% | +15.9% | +60.7% | +65.3% |
| 1Y | +97.9% | +9.4% | +88.4% | +89.3% |
| 3Y | +198.0% | +124.4% | +73.6% | +105.8% |
| 5Y | +151.8% | +138.0% | +13.8% | +65.5% |
| 10Y | +514.1% | +886.4% | -372.3% | +104.3% |
| All | +594.1% | +5,396.9% | -4,802.8% | -7.0% |
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