+164.3%
EWY vs TMF
-15.2%
+179.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.4% |
| 7D | +4.8% | -1.4% | +6.2% | +5.6% |
| 30D | +11.7% | -2.8% | +14.5% | +13.3% |
| 3M | -7.4% | -10.9% | +3.5% | -1.4% |
| 6M | +40.6% | -21.3% | +61.9% | +52.9% |
| YTD | +94.3% | -15.9% | +110.1% | +111.1% |
| 1Y | +164.3% | -15.7% | +180.0% | +183.2% |
| All | +164.3% | -15.2% | +179.5% | +183.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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