+1,236.8%
EWY vs TT
+4,620.1%
-3,383.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +4.2% |
| 7D | +4.8% | 0.0% | +4.8% | +4.8% |
| 30D | +11.7% | -7.2% | +18.8% | +16.1% |
| 3M | -7.4% | -3.0% | -4.4% | -5.4% |
| 6M | +40.6% | +1.4% | +39.2% | +41.0% |
| YTD | +94.3% | +15.9% | +78.4% | +81.6% |
| 1Y | +164.3% | +9.4% | +154.9% | +153.3% |
| 3Y | +221.0% | +124.4% | +96.6% | +105.5% |
| 5Y | +139.1% | +138.0% | +1.1% | +44.4% |
| 10Y | +298.8% | +886.4% | -587.6% | +7.5% |
| All | +1,236.8% | +4,620.1% | -3,383.3% | +34.0% |
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 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