+303.5%
EWY vs TRI
+196.2%
+107.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +2.9% |
| 7D | -0.1% | -7.9% | +7.8% | +1.5% |
| 30D | +7.3% | -4.5% | +11.8% | +7.8% |
| 3M | -5.1% | +22.1% | -27.2% | -12.1% |
| 6M | +42.1% | -2.8% | +44.8% | +40.0% |
| YTD | +94.1% | -23.4% | +117.5% | +108.0% |
| 1Y | +147.8% | -41.5% | +189.4% | +200.3% |
| 3Y | +222.9% | -19.2% | +242.1% | +222.3% |
| 5Y | +150.6% | -9.4% | +160.0% | +130.9% |
| All | +303.5% | +196.2% | +107.3% | +119.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling