+164.3%
EWY vs TSN
-5.8%
+170.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.4% |
| 7D | +4.8% | -6.3% | +11.1% | +3.2% |
| 30D | +11.7% | -10.8% | +22.5% | +8.6% |
| 3M | -7.4% | -8.8% | +1.4% | -8.9% |
| 6M | +40.6% | -16.8% | +57.4% | +37.8% |
| YTD | +94.3% | -10.0% | +104.3% | +93.0% |
| 1Y | +164.3% | -5.3% | +169.5% | +163.7% |
| All | +164.3% | -5.8% | +170.1% | +163.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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