+946.2%
EWY vs TAP
+150.0%
+796.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +6.4% |
| 7D | -2.8% | -8.0% | +5.2% | -0.5% |
| 30D | -13.1% | +4.1% | -17.2% | -14.6% |
| 3M | -11.6% | -4.4% | -7.3% | -11.3% |
| 6M | -23.4% | -1.9% | -21.4% | -24.5% |
| YTD | +52.0% | -12.1% | +64.1% | +53.8% |
| 1Y | +58.6% | -12.0% | +70.6% | +60.2% |
| 3Y | +163.3% | -25.0% | +188.3% | +173.8% |
| 5Y | +108.7% | -1.1% | +109.8% | +93.6% |
| 10Y | +237.8% | -47.6% | +285.4% | +266.0% |
| All | +946.2% | +150.0% | +796.2% | +691.3% |
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