+230.2%
EWY vs TT
+121.9%
+108.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | +8.0% | +1.6% | +6.5% | +7.2% |
| 30D | +14.3% | -7.3% | +21.7% | +18.8% |
| 3M | +2.3% | -2.6% | +4.9% | +4.5% |
| 6M | +49.9% | +5.9% | +44.0% | +48.8% |
| YTD | +95.3% | +15.4% | +79.9% | +89.1% |
| 1Y | +161.7% | +8.2% | +153.5% | +158.2% |
| 3Y | +230.2% | +122.7% | +107.5% | +156.0% |
| All | +230.2% | +121.9% | +108.3% | +156.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling