+98.5%
EWY vs TSN
-14.8%
+113.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.7% |
| 7D | +4.2% | -1.4% | +5.7% | +4.3% |
| 30D | -10.7% | +8.5% | -19.2% | -11.3% |
| 3M | -20.1% | +5.3% | -25.3% | -20.5% |
| 6M | -24.3% | -10.5% | -13.8% | -22.9% |
| YTD | +46.9% | +3.0% | +43.9% | +45.5% |
| 1Y | +55.2% | +12.1% | +43.1% | +51.1% |
| 3Y | +157.0% | +43.1% | +113.8% | +131.3% |
| All | +98.5% | -14.8% | +113.4% | +104.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling