+164.3%
EWY vs TDG
-9.4%
+173.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.5% |
| 7D | +4.8% | -2.0% | +6.8% | +5.5% |
| 30D | +11.7% | -7.4% | +19.0% | +14.3% |
| 3M | -7.4% | -5.4% | -2.0% | -5.7% |
| 6M | +40.6% | -11.6% | +52.2% | +41.2% |
| YTD | +94.3% | -12.6% | +106.9% | +93.9% |
| 1Y | +164.3% | -9.3% | +173.6% | +163.9% |
| All | +164.3% | -9.4% | +173.7% | +163.9% |
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