+164.3%
EWY vs TLT
-1.2%
+165.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.3% |
| 7D | +4.8% | -0.4% | +5.2% | +5.5% |
| 30D | +11.7% | -0.6% | +12.2% | +12.7% |
| 3M | -7.4% | -2.7% | -4.7% | -2.9% |
| 6M | +40.6% | -5.6% | +46.2% | +49.9% |
| YTD | +94.3% | -2.8% | +97.1% | +106.6% |
| 1Y | +164.3% | -1.4% | +165.7% | +177.8% |
| All | +164.3% | -1.2% | +165.5% | +177.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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