+757.8%
EWT vs TTMI
+522.4%
+235.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -1.1% |
| 7D | +1.6% | +12.2% | -10.5% | -0.5% |
| 30D | +8.2% | -5.7% | +13.9% | +9.0% |
| 3M | +11.1% | -27.5% | +38.5% | +16.4% |
| 6M | +60.4% | +47.1% | +13.3% | +47.0% |
| YTD | +75.6% | +87.5% | -11.9% | +52.4% |
| 1Y | +91.3% | +175.2% | -83.9% | +53.6% |
| 3Y | +200.3% | +901.9% | -701.7% | +87.8% |
| 5Y | +156.4% | +843.5% | -687.1% | +58.4% |
| 10Y | +495.8% | +1,077.0% | -581.2% | +236.6% |
| All | +757.8% | +522.4% | +235.3% | +264.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling