+1,006.7%
EWY vs TRI
+507.2%
+499.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.3% | +1.3% |
| 7D | +6.7% | -8.4% | +15.1% | +10.5% |
| 30D | +17.0% | -6.5% | +23.4% | +19.4% |
| 3M | +3.7% | +18.6% | -14.9% | -9.9% |
| 6M | +42.5% | -10.4% | +52.9% | +39.8% |
| YTD | +96.2% | -23.7% | +119.9% | +104.2% |
| 1Y | +160.4% | -42.5% | +202.8% | +217.9% |
| 3Y | +231.7% | -19.3% | +251.0% | +220.4% |
| 5Y | +153.3% | -9.7% | +162.9% | +123.9% |
| 10Y | +308.8% | +194.4% | +114.4% | +64.6% |
| All | +1,006.7% | +507.2% | +499.6% | +149.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling