+1,050.3%
EWY vs TNA
+913.2%
+137.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.0% | -1.2% | -3.4% |
| 7D | +1.2% | -7.6% | +8.8% | +3.4% |
| 30D | +9.3% | -13.6% | +22.9% | +13.7% |
| 3M | +2.4% | +2.8% | -0.4% | +2.3% |
| 6M | +40.3% | +34.5% | +5.8% | +31.2% |
| YTD | +88.0% | +41.0% | +47.0% | +73.1% |
| 1Y | +143.8% | +52.0% | +91.8% | +117.8% |
| 3Y | +217.8% | +103.5% | +114.3% | +137.9% |
| 5Y | +142.7% | -22.5% | +165.3% | +110.1% |
| 10Y | +291.7% | +81.9% | +209.8% | +98.3% |
| All | +1,050.3% | +913.2% | +137.1% | +89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling