+290.8%
EWY vs TMF
-86.4%
+377.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.4% | -0.8% | -4.3% |
| 7D | +1.2% | -4.8% | +6.0% | +1.1% |
| 30D | +9.3% | -4.9% | +14.2% | +9.2% |
| 3M | +2.4% | -13.4% | +15.8% | +2.1% |
| 6M | +40.3% | -23.0% | +63.3% | +39.2% |
| YTD | +88.0% | -20.2% | +108.2% | +86.9% |
| 1Y | +143.8% | -26.5% | +170.3% | +141.6% |
| 3Y | +217.8% | -45.2% | +262.9% | +211.3% |
| 5Y | +142.7% | -88.4% | +231.1% | +103.0% |
| All | +290.8% | -86.4% | +377.2% | +264.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling