+1,236.8%
EWY vs TFC
+414.7%
+822.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +4.8% | +2.4% | +2.4% | +3.8% |
| 30D | +11.7% | -1.3% | +13.0% | +12.2% |
| 3M | -7.4% | +6.1% | -13.5% | -10.3% |
| 6M | +40.6% | +7.3% | +33.2% | +35.2% |
| YTD | +94.3% | +8.2% | +86.1% | +85.8% |
| 1Y | +164.3% | +14.4% | +149.9% | +146.0% |
| 3Y | +221.0% | +93.7% | +127.3% | +132.9% |
| 5Y | +139.1% | +16.4% | +122.7% | +105.8% |
| 10Y | +298.8% | +101.6% | +197.2% | +142.0% |
| All | +1,236.8% | +414.7% | +822.1% | +375.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling