+128.5%
TLT vs EWT
+1,125.8%
-997.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.8% | +0.7% |
| 7D | -1.0% | +3.2% | -4.2% | -0.6% |
| 30D | +3.7% | -12.3% | +16.0% | +2.4% |
| 3M | -0.8% | -3.6% | +2.8% | -0.9% |
| 6M | -3.6% | +3.1% | -6.7% | -2.8% |
| YTD | -3.9% | +57.7% | -61.6% | +1.7% |
| 1Y | -6.2% | +60.3% | -66.5% | -0.5% |
| 3Y | +4.2% | +163.4% | -159.2% | +17.9% |
| 5Y | -34.7% | +127.4% | -162.1% | -27.3% |
| 10Y | -11.8% | +462.7% | -474.5% | +13.2% |
| All | +128.5% | +1,125.8% | -997.3% | +247.7% |
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