+513.6%
EWT vs TTMI
+1,127.6%
-614.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.4% | -1.5% | +1.1% |
| 7D | -1.1% | +0.7% | -1.8% | -1.3% |
| 30D | +4.5% | -8.4% | +12.9% | +6.0% |
| 3M | +8.3% | -32.5% | +40.7% | +16.2% |
| 6M | +54.2% | +32.5% | +21.8% | +42.3% |
| YTD | +74.6% | +83.2% | -8.7% | +48.4% |
| 1Y | +84.9% | +161.7% | -76.8% | +43.7% |
| 3Y | +197.5% | +890.1% | -692.6% | +69.2% |
| 5Y | +150.6% | +832.4% | -681.9% | +40.2% |
| All | +513.6% | +1,127.6% | -614.0% | +215.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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