+147.8%
EWY vs TTMI
+155.3%
-7.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.4% | -0.1% | +1.9% |
| 7D | -0.1% | +0.7% | -0.7% | -0.4% |
| 30D | +7.3% | -8.4% | +15.7% | +10.6% |
| 3M | -5.1% | -32.5% | +27.3% | +7.9% |
| 6M | +42.1% | +32.5% | +9.6% | +32.9% |
| YTD | +94.1% | +83.2% | +10.9% | +70.6% |
| 1Y | +147.8% | +161.7% | -13.8% | +95.7% |
| All | +147.8% | +155.3% | -7.5% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling