+290.8%
EWY vs TAP
-50.5%
+341.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.2% |
| 7D | +1.2% | -5.3% | +6.5% | +2.3% |
| 30D | +9.3% | -7.4% | +16.7% | +10.8% |
| 3M | +2.4% | -4.9% | +7.3% | +2.7% |
| 6M | +40.3% | -14.2% | +54.5% | +43.5% |
| YTD | +88.0% | -14.8% | +102.8% | +92.1% |
| 1Y | +143.8% | -18.1% | +161.9% | +150.9% |
| 3Y | +217.8% | -32.7% | +250.5% | +239.5% |
| 5Y | +142.7% | -0.5% | +143.2% | +126.9% |
| All | +290.8% | -50.5% | +341.3% | +328.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling