+143.7%
EWY vs TLN
+716.6%
-572.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.9% | +1.3% | +4.9% |
| 7D | -2.8% | +15.9% | -18.7% | -6.5% |
| 30D | -13.1% | -0.3% | -12.8% | -13.2% |
| 3M | -11.6% | +5.8% | -17.4% | -13.4% |
| 6M | -23.4% | -1.2% | -22.1% | -23.5% |
| YTD | +52.0% | +1.0% | +51.0% | +49.8% |
| 1Y | +58.6% | +1.1% | +57.5% | +55.9% |
| 3Y | +163.3% | +591.7% | -428.4% | +87.6% |
| All | +143.7% | +716.6% | -572.9% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling