+148.7%
EWY vs TD
+125.7%
+23.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.6% | +2.8% |
| 7D | -0.1% | -0.5% | +0.5% | +0.2% |
| 30D | +7.3% | -1.9% | +9.2% | +8.5% |
| 3M | -5.1% | +4.8% | -9.9% | -7.8% |
| 6M | +42.1% | +28.0% | +14.1% | +23.5% |
| YTD | +94.1% | +30.3% | +63.8% | +67.1% |
| 1Y | +147.8% | +59.8% | +88.1% | +91.6% |
| 3Y | +222.9% | +124.7% | +98.2% | +105.7% |
| All | +148.7% | +125.7% | +23.1% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling