+164.3%
EWY vs TAP
-14.5%
+178.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.5% |
| 7D | +4.8% | -2.3% | +7.1% | +3.9% |
| 30D | +11.7% | -2.1% | +13.8% | +10.9% |
| 3M | -7.4% | +6.6% | -14.0% | -5.2% |
| 6M | +40.6% | -11.5% | +52.1% | +40.9% |
| YTD | +94.3% | -10.3% | +104.5% | +96.6% |
| 1Y | +164.3% | -14.4% | +178.7% | +169.9% |
| All | +164.3% | -14.5% | +178.8% | +169.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling