+153.3%
EWY vs TLT
-34.2%
+187.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.6% |
| 7D | +6.7% | -0.3% | +6.9% | +6.7% |
| 30D | +17.0% | 0.0% | +17.0% | +17.0% |
| 3M | +3.7% | -2.9% | +6.5% | +4.4% |
| 6M | +42.5% | -6.3% | +48.8% | +44.5% |
| YTD | +96.2% | -3.3% | +99.6% | +98.2% |
| 1Y | +160.4% | -4.2% | +164.6% | +163.2% |
| 3Y | +231.7% | -1.7% | +233.3% | +232.5% |
| 5Y | +153.3% | -34.9% | +188.1% | +141.8% |
| All | +153.3% | -34.2% | +187.5% | +141.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling