+12.8%
EWY vs TDY
-12.5%
+25.4%
-8.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.0% | +2.4% |
| 7D | -0.1% | -1.1% | +1.0% | +0.9% |
| 30D | +7.3% | -12.0% | +19.4% | +18.4% |
| All | +12.8% | -12.5% | +25.4% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1mo: compounded portfolio wealth divided by compounded TDY 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…
1mo analysis · Full analysis span regression · Available span rolling