+164.3%
EWY vs TW
-15.9%
+180.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +5.0% |
| 7D | +4.8% | -2.3% | +7.1% | +3.6% |
| 30D | +11.7% | +3.9% | +7.7% | +13.9% |
| 3M | -7.4% | +5.7% | -13.1% | -4.0% |
| 6M | +40.6% | -14.5% | +55.1% | +43.9% |
| YTD | +94.3% | -0.9% | +95.1% | +101.1% |
| 1Y | +164.3% | -13.5% | +177.8% | +170.4% |
| All | +164.3% | -15.9% | +180.2% | +170.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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