-23.4%
EWY vs TLN
-2.7%
-20.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.9% | +1.3% | +3.3% |
| 7D | -2.8% | +15.9% | -18.7% | -10.8% |
| 30D | -13.1% | -0.3% | -12.8% | -13.4% |
| 3M | -11.6% | +5.8% | -17.4% | -15.5% |
| 6M | -23.4% | -1.2% | -22.1% | -23.3% |
| All | -23.4% | -2.7% | -20.6% | -23.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling