+1,193.7%
EWY vs TRV
+1,866.1%
-672.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.4% | -4.3% |
| 7D | +1.2% | -1.8% | +3.0% | +2.0% |
| 30D | +9.3% | -2.1% | +11.4% | +10.1% |
| 3M | +2.4% | +21.2% | -18.7% | -7.5% |
| 6M | +40.3% | +22.0% | +18.2% | +25.3% |
| YTD | +88.0% | +27.7% | +60.3% | +63.9% |
| 1Y | +143.8% | +36.6% | +107.3% | +104.9% |
| 3Y | +217.8% | +141.1% | +76.7% | +96.5% |
| 5Y | +142.7% | +157.6% | -14.9% | +41.6% |
| 10Y | +291.7% | +296.2% | -4.5% | +73.9% |
| All | +1,193.7% | +1,866.1% | -672.4% | +184.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling