+303.5%
EWY vs TSN
-4.9%
+308.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.3% | +3.1% |
| 7D | -0.1% | +3.0% | -3.1% | -0.6% |
| 30D | +7.3% | -4.2% | +11.5% | +8.0% |
| 3M | -5.1% | -3.9% | -1.2% | -5.0% |
| 6M | +42.1% | -9.8% | +51.9% | +43.4% |
| YTD | +94.1% | -7.3% | +101.4% | +94.8% |
| 1Y | +147.8% | -2.2% | +150.0% | +145.3% |
| 3Y | +222.9% | +11.9% | +211.0% | +206.0% |
| 5Y | +150.6% | -16.9% | +167.6% | +152.3% |
| All | +303.5% | -4.9% | +308.4% | +281.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling