+442.4%
EWY vs TDG
+12,853.5%
-12,411.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.2% |
| 7D | +1.2% | -2.7% | +3.9% | +2.4% |
| 30D | +9.3% | -9.3% | +18.6% | +13.7% |
| 3M | +2.4% | -7.1% | +9.5% | +5.4% |
| 6M | +40.3% | -11.2% | +51.4% | +46.8% |
| YTD | +88.0% | -15.3% | +103.3% | +99.8% |
| 1Y | +143.8% | -12.5% | +156.3% | +154.4% |
| 3Y | +217.8% | +51.2% | +166.6% | +154.6% |
| 5Y | +142.7% | +126.1% | +16.6% | +59.2% |
| 10Y | +291.7% | +536.2% | -244.5% | +35.9% |
| All | +442.4% | +12,853.5% | -12,411.1% | -64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling