+1,557.9%
EWY vs TPR
+7,380.8%
-5,822.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +4.8% | -2.3% | +7.1% | +5.6% |
| 30D | +11.7% | -23.0% | +34.6% | +19.9% |
| 3M | -7.4% | -12.5% | +5.1% | -4.8% |
| 6M | +40.6% | -21.4% | +62.0% | +49.5% |
| YTD | +94.3% | -3.5% | +97.8% | +93.3% |
| 1Y | +164.3% | +17.4% | +146.9% | +145.8% |
| 3Y | +221.0% | +291.3% | -70.3% | +96.1% |
| 5Y | +139.1% | +241.9% | -102.8% | +46.0% |
| 10Y | +298.8% | +322.7% | -23.9% | +94.9% |
| All | +1,557.9% | +7,380.8% | -5,822.9% | +268.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling