+4.1%
TLT vs EWT
+151.6%
-147.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.3% |
| 7D | -0.3% | -3.7% | +3.4% | -0.1% |
| 30D | +3.7% | -17.2% | +20.9% | +4.8% |
| 3M | -0.7% | -7.3% | +6.7% | -0.4% |
| 6M | -4.2% | -1.5% | -2.7% | -4.6% |
| YTD | -4.0% | +49.0% | -53.0% | -6.9% |
| 1Y | -5.8% | +50.6% | -56.4% | -8.8% |
| 3Y | +4.1% | +148.9% | -144.8% | -9.0% |
| All | +4.1% | +151.6% | -147.5% | -9.0% |
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