+164.3%
EWY vs TNA
+70.0%
+94.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +3.9% | +4.2% |
| 7D | +4.8% | -0.1% | +4.9% | +4.8% |
| 30D | +11.7% | -4.9% | +16.6% | +15.0% |
| 3M | -7.4% | +0.4% | -7.8% | -6.6% |
| 6M | +40.6% | +32.5% | +8.0% | +24.3% |
| YTD | +94.3% | +53.7% | +40.5% | +65.6% |
| 1Y | +164.3% | +65.1% | +99.2% | +121.4% |
| All | +164.3% | +70.0% | +94.3% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling