+307.9%
EWY vs TMF
-86.0%
+393.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.1% | +0.4% |
| 7D | +6.7% | -0.9% | +7.5% | +6.6% |
| 30D | +17.0% | -1.0% | +17.9% | +16.9% |
| 3M | +3.7% | -11.3% | +14.9% | +3.4% |
| 6M | +42.5% | -22.7% | +65.2% | +41.3% |
| YTD | +96.2% | -17.3% | +113.6% | +95.2% |
| 1Y | +160.4% | -22.5% | +182.8% | +158.4% |
| 3Y | +231.7% | -43.2% | +274.9% | +225.2% |
| 5Y | +153.3% | -88.3% | +241.6% | +111.1% |
| All | +307.9% | -86.0% | +393.9% | +280.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling