+230.2%
EWY vs TLN
+494.5%
-264.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -0.2% |
| 7D | +8.0% | +10.9% | -2.9% | +5.2% |
| 30D | +14.3% | -6.3% | +20.7% | +16.3% |
| 3M | +2.3% | -10.7% | +13.0% | +5.7% |
| 6M | +49.9% | +1.6% | +48.2% | +51.1% |
| YTD | +95.3% | -13.1% | +108.4% | +101.1% |
| 1Y | +161.7% | -15.1% | +176.8% | +170.1% |
| 3Y | +230.2% | +495.0% | -264.9% | +129.1% |
| All | +230.2% | +494.5% | -264.3% | +129.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling