+131.2%
TLT vs EWT
+1,272.5%
-1,141.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.4% |
| 7D | -0.4% | +4.0% | -4.4% | 0.0% |
| 30D | -0.6% | +10.3% | -10.9% | +0.5% |
| 3M | -2.7% | +6.1% | -8.8% | -2.0% |
| 6M | -5.6% | +56.6% | -62.3% | -0.5% |
| YTD | -2.8% | +76.6% | -79.4% | +4.0% |
| 1Y | -1.4% | +97.9% | -99.3% | +6.9% |
| 3Y | -1.6% | +198.0% | -199.6% | +12.7% |
| 5Y | -33.8% | +151.8% | -185.6% | -25.7% |
| 10Y | -21.1% | +514.1% | -535.3% | +1.9% |
| All | +131.2% | +1,272.5% | -1,141.3% | +255.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling