+148.7%
EWY vs TDG
+126.1%
+22.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.1% | +2.8% |
| 7D | -0.1% | -1.9% | +1.8% | +0.6% |
| 30D | +7.3% | -7.7% | +15.0% | +10.2% |
| 3M | -5.1% | -9.3% | +4.2% | -2.1% |
| 6M | +42.1% | -9.4% | +51.4% | +46.3% |
| YTD | +94.1% | -14.3% | +108.4% | +102.6% |
| 1Y | +147.8% | -11.8% | +159.7% | +155.3% |
| 3Y | +222.9% | +52.0% | +170.9% | +158.8% |
| All | +148.7% | +126.1% | +22.7% | +62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling