+236.8%
EWY vs TE
-52.9%
+289.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.6% | +3.2% |
| 7D | -0.1% | +0.2% | -0.3% | -0.1% |
| 30D | +7.3% | -5.9% | +13.2% | +7.8% |
| 3M | -5.1% | -45.6% | +40.4% | -0.4% |
| 6M | +42.1% | -43.4% | +85.4% | +47.2% |
| YTD | +94.1% | -31.0% | +125.1% | +96.9% |
| 1Y | +147.8% | +145.2% | +2.6% | +125.0% |
| 3Y | +222.9% | -24.1% | +247.0% | +207.2% |
| 5Y | +150.6% | -48.1% | +198.8% | +138.5% |
| All | +236.8% | -52.9% | +289.7% | +207.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling