+1,635.3%
EWY vs TTMI
+522.4%
+1,112.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | -0.1% |
| 7D | +8.0% | +12.2% | -4.1% | +5.4% |
| 30D | +14.3% | -5.7% | +20.1% | +15.6% |
| 3M | +2.3% | -27.5% | +29.8% | +9.3% |
| 6M | +49.9% | +47.1% | +2.7% | +38.0% |
| YTD | +95.3% | +87.5% | +7.9% | +69.7% |
| 1Y | +161.7% | +175.2% | -13.5% | +108.3% |
| 3Y | +230.2% | +901.9% | -671.8% | +97.6% |
| 5Y | +148.1% | +843.5% | -695.3% | +46.6% |
| 10Y | +293.2% | +1,077.0% | -783.8% | +111.8% |
| All | +1,635.3% | +522.4% | +1,112.9% | +641.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling