+143.8%
EWY vs TLN
-23.2%
+167.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.5% | -1.7% | -2.9% |
| 7D | +1.2% | +2.0% | -0.7% | +0.3% |
| 30D | +9.3% | -12.9% | +22.2% | +16.8% |
| 3M | +2.4% | -7.4% | +9.9% | +7.6% |
| 6M | +40.3% | -6.0% | +46.3% | +46.7% |
| YTD | +88.0% | -16.9% | +104.9% | +100.4% |
| 1Y | +143.8% | -22.6% | +166.4% | +170.5% |
| All | +143.8% | -23.2% | +167.0% | +170.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling