+222.9%
EWY vs TKO
+102.7%
+120.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.9% | +3.2% |
| 7D | -0.1% | +2.3% | -2.4% | -0.5% |
| 30D | +7.3% | -2.5% | +9.8% | +7.6% |
| 3M | -5.1% | -10.6% | +5.5% | -3.6% |
| 6M | +42.1% | -5.1% | +47.1% | +42.5% |
| YTD | +94.1% | -8.2% | +102.3% | +95.6% |
| 1Y | +147.8% | -4.4% | +152.3% | +147.6% |
| 3Y | +222.9% | +100.4% | +122.5% | +185.2% |
| All | +222.9% | +102.7% | +120.3% | +185.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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