+222.9%
EWY vs TDY
+46.9%
+176.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.0% | +2.5% |
| 7D | -0.1% | -1.1% | +1.0% | +0.6% |
| 30D | +7.3% | -12.0% | +19.4% | +15.8% |
| 3M | -5.1% | -3.2% | -1.9% | -2.9% |
| 6M | +42.1% | -7.9% | +49.9% | +49.4% |
| YTD | +94.1% | +18.2% | +75.9% | +86.5% |
| 1Y | +147.8% | +6.7% | +141.2% | +146.3% |
| 3Y | +222.9% | +47.5% | +175.4% | +179.0% |
| All | +222.9% | +46.9% | +176.0% | +179.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling