+910.6%
EWY vs TAP
+157.3%
+753.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.2% | -5.0% | -2.7% |
| 7D | +4.2% | +1.3% | +2.9% | +3.8% |
| 30D | -10.7% | +5.7% | -16.4% | -12.6% |
| 3M | -20.1% | -1.9% | -18.2% | -20.4% |
| 6M | -24.3% | +0.9% | -25.3% | -26.1% |
| YTD | +46.9% | -9.5% | +56.4% | +47.3% |
| 1Y | +55.2% | -9.0% | +64.1% | +55.2% |
| 3Y | +157.0% | -22.2% | +179.2% | +164.3% |
| 5Y | +98.9% | +1.2% | +97.6% | +83.2% |
| 10Y | +226.3% | -46.1% | +272.4% | +250.6% |
| All | +910.6% | +157.3% | +753.3% | +657.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling