+62.4%
EWY vs TT
-6.5%
+68.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -0.4% |
| 7D | -8.3% | -8.5% | +0.2% | -0.7% |
| 30D | -20.5% | -12.8% | -7.7% | -10.3% |
| 3M | -11.1% | -12.9% | +1.8% | +0.4% |
| 6M | -7.0% | -15.2% | +8.2% | +8.4% |
| YTD | +56.5% | +6.2% | +50.3% | +66.0% |
| 1Y | +62.4% | -4.5% | +67.0% | +78.9% |
| All | +62.4% | -6.5% | +68.9% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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