-5.6%
TLT vs EWT
+54.0%
-59.6%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | +1.0% | -10.9% | +11.8% | +1.7% |
| 30D | +6.0% | -17.7% | +23.8% | +7.5% |
| 3M | -0.9% | -5.0% | +4.1% | -0.8% |
| 6M | -2.3% | +7.4% | -9.6% | -3.8% |
| YTD | -3.3% | +52.8% | -56.1% | -7.5% |
| 1Y | -5.6% | +55.2% | -60.8% | -9.6% |
| All | -5.6% | +54.0% | -59.6% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling