+230.2%
EWY vs TAP
-31.5%
+261.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.6% | +0.2% |
| 7D | +8.0% | -2.3% | +10.3% | +7.8% |
| 30D | +14.3% | -9.4% | +23.7% | +13.5% |
| 3M | +2.3% | -0.8% | +3.1% | +2.0% |
| 6M | +49.9% | -14.7% | +64.6% | +50.6% |
| YTD | +95.3% | -13.9% | +109.3% | +96.0% |
| 1Y | +161.7% | -18.6% | +180.3% | +164.5% |
| 3Y | +230.2% | -32.0% | +262.2% | +235.9% |
| All | +230.2% | -31.5% | +261.6% | +235.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling