+55.2%
EWY vs TFC
+15.7%
+39.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -1.9% |
| 7D | +4.2% | +2.3% | +2.0% | +4.1% |
| 30D | -10.7% | +10.8% | -21.5% | -10.9% |
| 3M | -20.1% | -3.8% | -16.3% | -19.6% |
| 6M | -24.3% | +9.6% | -33.9% | -26.8% |
| YTD | +46.9% | +5.8% | +41.1% | +38.8% |
| 1Y | +55.2% | +16.2% | +39.0% | +42.0% |
| All | +55.2% | +15.7% | +39.5% | +42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling