+62.4%
EWY vs TXN
+97.5%
-35.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.7% |
| 7D | -8.3% | +1.0% | -9.3% | -8.9% |
| 30D | -20.5% | +6.1% | -26.7% | -23.6% |
| 3M | -11.1% | +10.4% | -21.5% | -16.6% |
| 6M | -7.0% | +12.6% | -19.6% | -10.4% |
| YTD | +56.5% | +83.5% | -27.0% | +20.6% |
| 1Y | +62.4% | +99.7% | -37.3% | +20.4% |
| All | +62.4% | +97.5% | -35.0% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 TXN 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