+303.5%
EWY vs TMO
+338.2%
-34.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.1% | +2.8% |
| 7D | -0.1% | -0.6% | +0.6% | +0.2% |
| 30D | +7.3% | +1.1% | +6.2% | +6.8% |
| 3M | -5.1% | +28.3% | -33.5% | -14.5% |
| 6M | +42.1% | +23.3% | +18.8% | +29.6% |
| YTD | +94.1% | +5.5% | +88.7% | +88.0% |
| 1Y | +147.8% | +24.5% | +123.3% | +123.5% |
| 3Y | +222.9% | +19.6% | +203.4% | +189.4% |
| 5Y | +150.6% | +8.1% | +142.5% | +128.8% |
| All | +303.5% | +338.2% | -34.7% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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