-1.1%
TLT vs EWT
+199.6%
-200.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +0.4% | +1.6% | -1.2% | +0.3% |
| 30D | -0.3% | +8.2% | -8.5% | -0.9% |
| 3M | -1.7% | +11.1% | -12.8% | -2.7% |
| 6M | -4.9% | +60.4% | -65.3% | -8.5% |
| YTD | -2.8% | +75.6% | -78.4% | -7.1% |
| 1Y | -4.2% | +91.3% | -95.5% | -9.2% |
| 3Y | -1.1% | +200.3% | -201.4% | -17.3% |
| All | -1.1% | +199.6% | -200.7% | -17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling