+226.4%
EWY vs TSN
+10.3%
+216.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.4% |
| 7D | +6.7% | -7.3% | +14.0% | +6.3% |
| 30D | +17.0% | -8.6% | +25.6% | +16.5% |
| 3M | +3.7% | -7.5% | +11.2% | +3.3% |
| 6M | +42.5% | -14.1% | +56.6% | +42.3% |
| YTD | +96.2% | -9.4% | +105.7% | +95.4% |
| 1Y | +160.4% | -4.1% | +164.4% | +158.0% |
| All | +226.4% | +10.3% | +216.1% | +201.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling