+476.3%
EWY vs TMF
-69.2%
+545.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | -6.3% | +0.6% | -6.9% | -6.2% |
| 30D | -19.8% | +16.3% | -36.1% | -18.3% |
| 3M | -14.4% | -2.7% | -11.8% | -14.5% |
| 6M | -25.3% | -13.2% | -12.1% | -26.4% |
| YTD | +46.2% | -16.7% | +62.8% | +43.1% |
| 1Y | +58.3% | -22.7% | +81.0% | +53.6% |
| 3Y | +155.0% | -26.1% | +181.1% | +150.3% |
| 5Y | +99.5% | -88.4% | +187.9% | +47.5% |
| 10Y | +219.4% | -81.8% | +301.3% | +181.8% |
| All | +476.3% | -69.2% | +545.4% | +617.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling