+290.8%
EWY vs TXT
+103.1%
+187.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -3.9% |
| 7D | +1.2% | -0.2% | +1.4% | +1.3% |
| 30D | +9.3% | -10.2% | +19.5% | +13.6% |
| 3M | +2.4% | -13.3% | +15.7% | +8.0% |
| 6M | +40.3% | -14.4% | +54.6% | +48.6% |
| YTD | +88.0% | -9.1% | +97.1% | +94.6% |
| 1Y | +143.8% | -2.2% | +146.0% | +145.4% |
| 3Y | +217.8% | +5.1% | +212.7% | +205.7% |
| 5Y | +142.7% | +12.8% | +129.9% | +123.7% |
| All | +290.8% | +103.1% | +187.7% | +189.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling