+139.7%
EWY vs TLN
+733.8%
-594.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -2.2% |
| 7D | +10.4% | +22.3% | -11.9% | +4.6% |
| 30D | -12.7% | +1.2% | -13.9% | -13.2% |
| 3M | -17.3% | +5.9% | -23.3% | -19.1% |
| 6M | -18.6% | +3.2% | -21.8% | -19.6% |
| YTD | +49.5% | +3.2% | +46.4% | +46.4% |
| 1Y | +55.0% | +5.2% | +49.8% | +51.0% |
| 3Y | +159.0% | +606.3% | -447.3% | +83.4% |
| All | +139.7% | +733.8% | -594.1% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling