+946.2%
EWY vs TT
+4,377.1%
-3,430.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.0% | +5.2% | +5.7% |
| 7D | -2.8% | +3.5% | -6.3% | -4.3% |
| 30D | -13.1% | -11.0% | -2.1% | -7.3% |
| 3M | -11.6% | -12.0% | +0.4% | -5.2% |
| 6M | -23.4% | -10.4% | -12.9% | -17.9% |
| YTD | +52.0% | +9.9% | +42.1% | +46.7% |
| 1Y | +58.6% | +1.5% | +57.1% | +59.3% |
| 3Y | +163.3% | +93.7% | +69.6% | +84.1% |
| 5Y | +108.7% | +139.2% | -30.6% | +26.4% |
| 10Y | +237.8% | +741.5% | -503.7% | -0.2% |
| All | +946.2% | +4,377.1% | -3,430.9% | +8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling