+1,244.2%
EWY vs TD
+2,629.1%
-1,384.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.2% |
| 7D | +8.0% | +0.9% | +7.2% | +7.3% |
| 30D | +14.3% | -0.7% | +15.0% | +14.9% |
| 3M | +2.3% | +6.3% | -4.0% | -1.9% |
| 6M | +49.9% | +27.9% | +21.9% | +26.7% |
| YTD | +95.3% | +29.8% | +65.5% | +63.4% |
| 1Y | +161.7% | +63.7% | +98.1% | +86.5% |
| 3Y | +230.2% | +128.3% | +101.8% | +83.2% |
| 5Y | +148.1% | +125.5% | +22.6% | +36.1% |
| 10Y | +293.2% | +296.7% | -3.5% | +38.9% |
| All | +1,244.2% | +2,629.1% | -1,384.9% | +28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling