+1,244.2%
EWY vs TSN
+668.7%
+575.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.1% |
| 7D | +8.0% | -5.0% | +13.1% | +9.4% |
| 30D | +14.3% | -9.1% | +23.4% | +17.2% |
| 3M | +2.3% | -7.4% | +9.7% | +3.7% |
| 6M | +49.9% | -13.4% | +63.2% | +53.8% |
| YTD | +95.3% | -8.5% | +103.8% | +97.2% |
| 1Y | +161.7% | -3.2% | +164.9% | +159.2% |
| 3Y | +230.2% | +11.5% | +218.7% | +208.6% |
| 5Y | +148.1% | -19.5% | +167.7% | +151.2% |
| 10Y | +293.2% | -9.1% | +302.3% | +261.8% |
| All | +1,244.2% | +668.7% | +575.5% | +453.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling