+192.2%
EWT vs TTMI
+844.7%
-652.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.2% |
| 7D | -1.1% | +6.0% | -7.1% | -2.6% |
| 30D | +4.8% | -6.4% | +11.2% | +6.0% |
| 3M | +11.1% | -28.9% | +40.1% | +18.4% |
| 6M | +54.6% | +26.9% | +27.8% | +43.9% |
| YTD | +71.4% | +77.3% | -5.9% | +46.0% |
| 1Y | +82.1% | +147.5% | -65.4% | +40.5% |
| All | +192.2% | +844.7% | -652.5% | +56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling