+229.5%
EWY vs TFC
+79.2%
+150.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.2% |
| 7D | +4.2% | +2.3% | +2.0% | +3.5% |
| 30D | -10.7% | +10.8% | -21.5% | -13.6% |
| 3M | -20.1% | -3.8% | -16.3% | -19.3% |
| 6M | -24.3% | +9.6% | -33.9% | -27.2% |
| YTD | +46.9% | +5.8% | +41.1% | +42.6% |
| 1Y | +55.2% | +16.2% | +39.0% | +46.0% |
| 3Y | +157.0% | +96.0% | +61.0% | +98.3% |
| 5Y | +98.9% | +1.7% | +97.2% | +87.4% |
| All | +229.5% | +79.2% | +150.3% | +145.7% |
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