+164.3%
EWY vs TRI
-38.3%
+202.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -5.4% | +10.0% | +3.1% |
| 7D | +4.8% | -0.5% | +5.3% | +4.7% |
| 30D | +11.7% | +7.9% | +3.8% | +14.4% |
| 3M | -7.4% | +24.1% | -31.5% | +0.6% |
| 6M | +40.6% | +3.8% | +36.7% | +53.2% |
| YTD | +94.3% | -16.9% | +111.1% | +111.3% |
| 1Y | +164.3% | -38.4% | +202.7% | +190.9% |
| All | +164.3% | -38.3% | +202.5% | +190.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling