+212.8%
EWY vs TRV
+141.6%
+71.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.7% | -4.1% |
| 7D | +1.2% | -1.5% | +2.7% | +1.1% |
| 30D | +9.3% | -1.8% | +11.1% | +9.1% |
| 3M | +2.4% | +21.6% | -19.2% | +3.3% |
| 6M | +40.3% | +22.5% | +17.8% | +41.7% |
| YTD | +88.0% | +28.1% | +59.9% | +89.2% |
| 1Y | +143.8% | +37.0% | +106.8% | +143.7% |
| All | +212.8% | +141.6% | +71.2% | +201.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling