+62.4%
EWY vs TRV
+54.4%
+8.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | +1.0% |
| 7D | -8.3% | +3.9% | -12.2% | -5.3% |
| 30D | -20.5% | +13.5% | -34.0% | -11.8% |
| 3M | -11.1% | +8.9% | -20.0% | -4.0% |
| 6M | -7.0% | +36.8% | -43.8% | +21.2% |
| YTD | +56.5% | +42.7% | +13.8% | +105.2% |
| 1Y | +62.4% | +49.9% | +12.6% | +117.0% |
| All | +62.4% | +54.4% | +8.0% | +117.0% |
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