+147.9%
EWY vs TLT
+3.8%
+144.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.7% | -1.4% |
| 7D | -10.2% | -0.3% | -10.0% | -10.1% |
| 30D | -21.5% | +3.7% | -25.2% | -23.1% |
| 3M | -14.7% | -0.7% | -14.0% | -14.4% |
| 6M | -26.8% | -4.2% | -22.6% | -25.1% |
| YTD | +43.2% | -4.0% | +47.1% | +46.7% |
| 1Y | +48.7% | -5.8% | +54.6% | +53.2% |
| 3Y | +147.9% | +4.1% | +143.8% | +144.6% |
| All | +147.9% | +3.8% | +144.1% | +144.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling