+143.8%
EWY vs TLT
-5.5%
+149.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -2.3% |
| 7D | +1.2% | -1.6% | +2.8% | +4.0% |
| 30D | +9.3% | -1.3% | +10.6% | +11.7% |
| 3M | +2.4% | -3.7% | +6.2% | +9.5% |
| 6M | +40.3% | -6.4% | +46.6% | +53.9% |
| YTD | +88.0% | -4.5% | +92.5% | +106.7% |
| 1Y | +143.8% | -5.9% | +149.7% | +169.2% |
| All | +143.8% | -5.5% | +149.3% | +169.2% |
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