+222.9%
EWY vs TNA
+101.9%
+121.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.2% | +2.9% |
| 7D | -0.1% | -7.3% | +7.2% | +2.2% |
| 30D | +7.3% | -14.2% | +21.5% | +12.3% |
| 3M | -5.1% | -4.6% | -0.6% | -3.2% |
| 6M | +42.1% | +36.9% | +5.1% | +33.4% |
| YTD | +94.1% | +42.5% | +51.6% | +80.5% |
| 1Y | +147.8% | +45.8% | +102.1% | +127.7% |
| 3Y | +222.9% | +104.7% | +118.3% | +157.3% |
| All | +222.9% | +101.9% | +121.1% | +157.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling