+665.9%
EWY vs TMF
-68.9%
+734.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.6% |
| 7D | +4.8% | -1.4% | +6.2% | +4.6% |
| 30D | +11.7% | -2.8% | +14.5% | +11.3% |
| 3M | -7.4% | -10.9% | +3.5% | -8.7% |
| 6M | +40.6% | -21.3% | +61.9% | +36.4% |
| YTD | +94.3% | -15.9% | +110.1% | +90.1% |
| 1Y | +164.3% | -15.7% | +180.0% | +159.0% |
| 3Y | +221.0% | -43.4% | +264.3% | +203.0% |
| 5Y | +139.1% | -87.8% | +226.9% | +78.9% |
| 10Y | +298.8% | -86.7% | +385.5% | +228.1% |
| All | +665.9% | -68.9% | +734.8% | +852.6% |
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