-7.0%
TLT vs EWT
+56.8%
-63.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.4% |
| 7D | -3.1% | +9.1% | -12.2% | -3.5% |
| 30D | +1.0% | -12.2% | +13.3% | +1.8% |
| 3M | -2.7% | -9.4% | +6.7% | -2.3% |
| 6M | -4.1% | +2.7% | -6.8% | -5.3% |
| YTD | -5.4% | +53.3% | -58.6% | -10.0% |
| 1Y | -7.0% | +59.2% | -66.2% | -11.8% |
| All | -7.0% | +56.8% | -63.8% | -11.8% |
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