+222.9%
EWY vs TXN
+75.8%
+147.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.8% | -0.6% | +1.6% |
| 7D | -0.1% | +4.0% | -4.0% | -1.8% |
| 30D | +7.3% | -2.9% | +10.2% | +8.8% |
| 3M | -5.1% | -9.1% | +4.0% | -0.2% |
| 6M | +42.1% | +36.6% | +5.4% | +30.3% |
| YTD | +94.1% | +57.5% | +36.6% | +70.0% |
| 1Y | +147.8% | +49.5% | +98.3% | +119.9% |
| 3Y | +222.9% | +76.5% | +146.4% | +159.7% |
| All | +222.9% | +75.8% | +147.1% | +159.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling