-33.7%
TLT vs EWT
+154.5%
-188.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.8% |
| 3M | -1.7% | +11.1% | -12.8% | -2.4% |
| 6M | -4.9% | +60.4% | -65.3% | -7.5% |
| YTD | -2.8% | +75.6% | -78.4% | -5.9% |
| 1Y | -4.2% | +91.3% | -95.5% | -7.7% |
| 3Y | -1.1% | +200.3% | -201.4% | -7.2% |
| 5Y | -33.7% | +156.4% | -190.1% | -39.5% |
| All | -33.7% | +154.5% | -188.2% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling