+216.5%
EWY vs TPR
+386.9%
-170.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.7% | -2.0% |
| 7D | -10.2% | +12.1% | -22.3% | -13.3% |
| 30D | -21.5% | +16.7% | -38.1% | -25.1% |
| 3M | -14.7% | -17.4% | +2.7% | -11.5% |
| 6M | -26.8% | +2.3% | -29.1% | -28.7% |
| YTD | +43.2% | +7.1% | +36.0% | +37.7% |
| 1Y | +48.7% | +29.5% | +19.3% | +35.6% |
| 3Y | +147.9% | +415.0% | -267.1% | +49.1% |
| 5Y | +98.8% | +261.5% | -162.6% | +27.3% |
| 10Y | +216.5% | +383.3% | -166.8% | +62.6% |
| All | +216.5% | +386.9% | -170.4% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling