+1,193.7%
EWY vs TDY
+3,296.4%
-2,102.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.4% | -4.3% |
| 7D | +1.2% | -1.9% | +3.1% | +1.9% |
| 30D | +9.3% | -12.5% | +21.8% | +14.8% |
| 3M | +2.4% | -0.8% | +3.2% | +3.1% |
| 6M | +40.3% | -9.0% | +49.2% | +46.5% |
| YTD | +88.0% | +16.8% | +71.2% | +79.3% |
| 1Y | +143.8% | +9.5% | +134.4% | +137.4% |
| 3Y | +217.8% | +45.4% | +172.4% | +176.0% |
| 5Y | +142.7% | +37.8% | +104.9% | +112.7% |
| 10Y | +291.7% | +470.2% | -178.5% | +100.1% |
| All | +1,193.7% | +3,296.4% | -2,102.7% | +291.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling