+161.8%
EWY vs TPG
+74.1%
+87.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.6% | +2.8% |
| 7D | -0.1% | -9.4% | +9.3% | +2.8% |
| 30D | +7.3% | -5.3% | +12.6% | +8.7% |
| 3M | -5.1% | +12.9% | -18.1% | -8.8% |
| 6M | +42.1% | +20.1% | +22.0% | +34.2% |
| YTD | +94.1% | -22.5% | +116.6% | +105.6% |
| 1Y | +147.8% | -19.7% | +167.5% | +158.7% |
| 3Y | +222.9% | +81.2% | +141.7% | +153.8% |
| All | +161.8% | +74.1% | +87.7% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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