+164.3%
EWY vs TXT
-1.0%
+165.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.8% |
| 7D | +4.8% | -4.8% | +9.6% | +7.6% |
| 30D | +11.7% | -10.6% | +22.3% | +18.7% |
| 3M | -7.4% | -13.2% | +5.8% | 0.0% |
| 6M | +40.6% | -20.3% | +60.9% | +54.7% |
| YTD | +94.3% | -9.3% | +103.5% | +108.8% |
| 1Y | +164.3% | -2.7% | +167.0% | +180.8% |
| All | +164.3% | -1.0% | +165.3% | +180.8% |
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