+226.4%
EWY vs TFC
+91.9%
+134.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.6% |
| 7D | +6.7% | -1.3% | +8.0% | +7.0% |
| 30D | +17.0% | -2.3% | +19.3% | +17.5% |
| 3M | +3.7% | +2.5% | +1.2% | +2.4% |
| 6M | +42.5% | +9.5% | +33.0% | +37.7% |
| YTD | +96.2% | +5.1% | +91.2% | +91.4% |
| 1Y | +160.4% | +15.5% | +144.9% | +146.7% |
| All | +226.4% | +91.9% | +134.6% | +159.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling