+62.4%
EWY vs TXT
+9.2%
+53.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.4% |
| 7D | -8.3% | +10.6% | -18.9% | -12.6% |
| 30D | -20.5% | +14.4% | -34.9% | -25.8% |
| 3M | -11.1% | -2.7% | -8.4% | -8.7% |
| 6M | -7.0% | -4.7% | -2.3% | -3.2% |
| YTD | +56.5% | -0.5% | +57.0% | +62.8% |
| 1Y | +62.4% | +8.7% | +53.7% | +62.0% |
| All | +62.4% | +9.2% | +53.2% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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