+209.6%
EWY vs TEM
+53.2%
+156.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.7% | +5.1% | +1.0% |
| 7D | +6.7% | -1.1% | +7.7% | +6.8% |
| 30D | +17.0% | +11.3% | +5.7% | +15.1% |
| 3M | +3.7% | +25.5% | -21.9% | +0.5% |
| 6M | +42.5% | +17.1% | +25.4% | +38.8% |
| YTD | +96.2% | +3.8% | +92.5% | +92.3% |
| 1Y | +160.4% | -24.4% | +184.7% | +160.1% |
| All | +209.6% | +53.2% | +156.4% | +193.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling