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  • EWY vs TT✓SelectedUSD · TTEWY vs TT performance historyLatest closeAs of-4.19%09/10
Stock and ETF performance explorer

EWY vs TT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+290.8%
TT return
+954.8%
Excess return
-664.0%
Maximum drawdown
-49.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioTTExcessAlpha
1D-4.2%-1.0%-3.2%-3.7%
7D+1.2%-1.0%+2.2%+1.7%
30D+9.3%-8.9%+18.2%+14.3%
3M+2.4%-1.8%+4.3%+4.1%
6M+40.3%+1.9%+38.4%+40.7%
YTD+88.0%+13.8%+74.2%+79.4%
1Y+143.8%+6.1%+137.7%+139.1%
3Y+217.8%+119.6%+98.2%+116.7%
5Y+142.7%+145.9%-3.1%+52.8%
All+290.8%+954.8%-664.0%+22.6%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling