-34.8%
TLT vs EWT
+114.1%
-148.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.7% |
| 3M | -0.7% | -7.3% | +6.7% | -0.4% |
| 6M | -4.2% | -1.5% | -2.7% | -4.5% |
| YTD | -4.0% | +49.0% | -53.0% | -6.5% |
| 1Y | -5.8% | +50.6% | -56.4% | -8.4% |
| 3Y | +4.1% | +148.9% | -144.8% | -2.2% |
| 5Y | -34.8% | +116.1% | -150.9% | -40.3% |
| All | -34.8% | +114.1% | -148.9% | -40.3% |
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 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