-5.9%
TLT vs EWT
+82.5%
-88.3%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.4% | -1.0% |
| 7D | -1.6% | -1.1% | -0.5% | -1.5% |
| 30D | -1.3% | +4.8% | -6.1% | -1.7% |
| 3M | -3.7% | +11.1% | -14.9% | -4.6% |
| 6M | -6.4% | +54.6% | -61.0% | -8.7% |
| YTD | -4.5% | +71.4% | -75.9% | -6.4% |
| 1Y | -5.9% | +82.1% | -88.0% | -7.7% |
| All | -5.9% | +82.5% | -88.3% | -7.7% |
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