+290.8%
EWY vs TFC
+98.5%
+192.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.6% | -4.3% |
| 7D | +1.2% | -2.5% | +3.7% | +2.0% |
| 30D | +9.3% | -2.8% | +12.1% | +10.2% |
| 3M | +2.4% | +2.1% | +0.3% | +1.1% |
| 6M | +40.3% | +10.1% | +30.2% | +34.9% |
| YTD | +88.0% | +5.4% | +82.6% | +83.0% |
| 1Y | +143.8% | +16.3% | +127.5% | +129.1% |
| 3Y | +217.8% | +95.9% | +121.9% | +145.1% |
| 5Y | +142.7% | +16.0% | +126.7% | +118.0% |
| All | +290.8% | +98.5% | +192.3% | +180.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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