+212.8%
EWY vs TD
+125.8%
+87.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.8% | -5.0% | -4.7% |
| 7D | +1.2% | -2.6% | +3.8% | +2.7% |
| 30D | +9.3% | -1.0% | +10.3% | +9.9% |
| 3M | +2.4% | +5.6% | -3.2% | -0.9% |
| 6M | +40.3% | +27.1% | +13.2% | +22.2% |
| YTD | +88.0% | +29.4% | +58.6% | +62.4% |
| 1Y | +143.8% | +60.7% | +83.1% | +90.4% |
| All | +212.8% | +125.8% | +87.0% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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