+62.4%
EWY vs TDG
-5.9%
+68.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.2% |
| 7D | -8.3% | +7.1% | -15.4% | -10.6% |
| 30D | -20.5% | +11.4% | -31.9% | -23.9% |
| 3M | -11.1% | -4.6% | -6.6% | -9.5% |
| 6M | -7.0% | +5.8% | -12.9% | -9.8% |
| YTD | +56.5% | -8.5% | +65.0% | +51.7% |
| 1Y | +62.4% | -5.8% | +68.2% | +57.2% |
| All | +62.4% | -5.9% | +68.3% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1y: compounded portfolio wealth divided by compounded TDG 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…
1y analysis · Full analysis span regression · 6 months rolling