+42.5%
EWY vs TKO
-3.3%
+45.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.6% | +0.9% |
| 7D | +6.7% | +0.7% | +6.0% | +6.5% |
| 30D | +17.0% | +0.9% | +16.1% | +16.5% |
| 3M | +3.7% | -6.2% | +9.8% | +5.2% |
| 6M | +42.5% | -5.6% | +48.1% | +43.5% |
| All | +42.5% | -3.3% | +45.8% | +43.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling