+464.4%
EWY vs TMF
-70.3%
+534.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -2.5% |
| 7D | -10.2% | -1.1% | -9.2% | -10.3% |
| 30D | -21.5% | +11.8% | -33.3% | -20.4% |
| 3M | -14.7% | -4.0% | -10.6% | -14.9% |
| 6M | -26.8% | -16.5% | -10.3% | -28.3% |
| YTD | +43.2% | -19.9% | +63.1% | +39.6% |
| 1Y | +48.7% | -25.6% | +74.3% | +43.7% |
| 3Y | +147.9% | -29.9% | +177.8% | +141.9% |
| 5Y | +98.8% | -88.2% | +187.1% | +48.0% |
| 10Y | +216.5% | -81.7% | +298.2% | +180.7% |
| All | +464.4% | -70.3% | +534.8% | +599.3% |
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