+164.3%
EWY vs TRV
+34.7%
+129.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +5.9% | +3.6% |
| 7D | +4.8% | -0.1% | +5.0% | +4.7% |
| 30D | +11.7% | -3.4% | +15.1% | +9.2% |
| 3M | -7.4% | +26.4% | -33.8% | +9.7% |
| 6M | +40.6% | +19.3% | +21.3% | +63.9% |
| YTD | +94.3% | +28.3% | +65.9% | +132.7% |
| 1Y | +164.3% | +34.3% | +130.0% | +231.6% |
| All | +164.3% | +34.7% | +129.6% | +231.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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