Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • EWY vs TLT✓SelectedUSD · TLTEWY vs TLT performance historyLatest closeAs of+4.60%09/04
Stock and ETF performance explorer

EWY vs TLT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,147.4%
TLT return
+130.6%
Excess return
+1,016.8%
Maximum drawdown
-74.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioTLTExcessAlpha
1D+4.6%+0.2%+4.4%+4.7%
7D+4.8%-0.4%+5.2%+4.6%
30D+11.7%-0.6%+12.2%+11.4%
3M-7.4%-2.7%-4.7%-8.8%
6M+40.6%-5.6%+46.2%+36.0%
YTD+94.3%-2.8%+97.1%+90.7%
1Y+164.3%-1.4%+165.7%+161.2%
3Y+221.0%-1.6%+222.6%+216.2%
5Y+139.1%-33.8%+172.9%+82.7%
10Y+298.8%-21.1%+319.9%+256.9%
All+1,147.4%+130.6%+1,016.8%+2,869.7%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling