+211.4%
EWY vs TLN
+583.6%
-372.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.8% | +0.8% | +3.6% |
| 7D | +4.8% | +7.1% | -2.2% | +3.0% |
| 30D | +11.7% | -3.9% | +15.6% | +12.9% |
| 3M | -7.4% | -16.2% | +8.8% | -2.9% |
| 6M | +40.6% | -5.8% | +46.4% | +43.9% |
| YTD | +94.3% | -15.4% | +109.7% | +101.4% |
| 1Y | +164.3% | -16.7% | +181.0% | +174.3% |
| 3Y | +221.0% | +473.8% | -252.8% | +139.5% |
| All | +211.4% | +583.6% | -372.2% | +137.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling