+235.5%
EWY vs TAP
-47.7%
+283.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | +10.4% | -6.3% | +16.8% | +11.6% |
| 30D | -12.7% | +2.7% | -15.4% | -13.4% |
| 3M | -17.3% | -3.7% | -13.6% | -17.2% |
| 6M | -18.6% | -2.0% | -16.5% | -19.4% |
| YTD | +49.5% | -12.3% | +61.9% | +51.3% |
| 1Y | +55.0% | -10.1% | +65.0% | +55.6% |
| 3Y | +159.0% | -25.3% | +184.3% | +168.1% |
| 5Y | +102.5% | -1.9% | +104.4% | +90.5% |
| All | +235.5% | -47.7% | +283.2% | +237.4% |
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