+148.7%
EWY vs TMO
+7.9%
+140.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.1% | +2.9% |
| 7D | -0.1% | -0.6% | +0.6% | +0.1% |
| 30D | +7.3% | +1.1% | +6.2% | +6.9% |
| 3M | -5.1% | +28.3% | -33.5% | -12.8% |
| 6M | +42.1% | +23.3% | +18.8% | +31.9% |
| YTD | +94.1% | +5.5% | +88.7% | +89.4% |
| 1Y | +147.8% | +24.5% | +123.3% | +128.2% |
| 3Y | +222.9% | +19.6% | +203.4% | +196.1% |
| All | +148.7% | +7.9% | +140.9% | +128.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling