+290.8%
EWY vs TT
+954.8%
-664.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 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