+239.0%
EWY vs TE
-48.3%
+287.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.0% | -9.4% | -0.4% |
| 7D | +8.0% | +18.2% | -10.2% | +6.2% |
| 30D | +14.3% | -13.5% | +27.8% | +15.6% |
| 3M | +2.3% | -44.6% | +46.9% | +7.1% |
| 6M | +49.9% | -24.7% | +74.6% | +51.7% |
| YTD | +95.3% | -24.3% | +119.6% | +96.3% |
| 1Y | +161.7% | +155.6% | +6.2% | +136.3% |
| 3Y | +230.2% | -18.3% | +248.4% | +211.9% |
| 5Y | +148.1% | -41.3% | +189.4% | +133.5% |
| All | +239.0% | -48.3% | +287.2% | +206.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling