+222.9%
EWY vs TTMI
+876.4%
-653.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.4% | -0.1% | +2.1% |
| 7D | -0.1% | +0.7% | -0.7% | -0.3% |
| 30D | +7.3% | -8.4% | +15.7% | +10.1% |
| 3M | -5.1% | -32.5% | +27.3% | +6.2% |
| 6M | +42.1% | +32.5% | +9.6% | +32.3% |
| YTD | +94.1% | +83.2% | +10.9% | +66.1% |
| 1Y | +147.8% | +161.7% | -13.8% | +91.6% |
| 3Y | +222.9% | +890.1% | -667.2% | +71.2% |
| All | +222.9% | +876.4% | -653.5% | +71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling