+211.1%
EWY vs TLN
+574.4%
-363.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.9% | +3.2% |
| 7D | -0.1% | -1.3% | +1.3% | +0.3% |
| 30D | +7.3% | -14.3% | +21.6% | +11.6% |
| 3M | -5.1% | -9.3% | +4.2% | -2.1% |
| 6M | +42.1% | -1.1% | +43.2% | +44.5% |
| YTD | +94.1% | -16.6% | +110.7% | +101.9% |
| 1Y | +147.8% | -22.0% | +169.8% | +160.0% |
| 3Y | +222.9% | +470.2% | -247.3% | +141.8% |
| All | +211.1% | +574.4% | -363.2% | +137.7% |
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