+206.2%
EWY vs TEM
+47.5%
+158.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.8% | +3.2% |
| 7D | -0.1% | -8.7% | +8.6% | +0.9% |
| 30D | +7.3% | +8.1% | -0.8% | +6.0% |
| 3M | -5.1% | +19.0% | -24.1% | -7.5% |
| 6M | +42.1% | +12.0% | +30.0% | +39.0% |
| YTD | +94.1% | -0.1% | +94.2% | +91.0% |
| 1Y | +147.8% | -33.5% | +181.4% | +150.1% |
| All | +206.2% | +47.5% | +158.7% | +191.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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