+99.5%
EWY vs TPR
+264.1%
-164.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.3% | +3.1% |
| 7D | -6.3% | +12.7% | -19.0% | -9.4% |
| 30D | -19.8% | +17.1% | -36.9% | -23.4% |
| 3M | -14.4% | -15.9% | +1.4% | -11.4% |
| 6M | -25.3% | +2.6% | -27.9% | -27.3% |
| YTD | +46.2% | +7.5% | +38.7% | +40.6% |
| 1Y | +58.3% | +32.9% | +25.3% | +43.6% |
| 3Y | +155.0% | +413.8% | -258.9% | +51.7% |
| 5Y | +99.5% | +263.9% | -164.4% | +26.2% |
| All | +99.5% | +264.1% | -164.7% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling