+157.0%
EWY vs TXT
+10.4%
+146.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | +4.2% | +0.1% | +4.1% | +4.1% |
| 30D | -10.7% | +13.3% | -24.0% | -15.2% |
| 3M | -20.1% | -5.0% | -15.1% | -18.6% |
| 6M | -24.3% | -8.4% | -15.9% | -21.7% |
| YTD | +46.9% | -4.0% | +50.8% | +49.5% |
| 1Y | +55.2% | +2.8% | +52.4% | +54.6% |
| 3Y | +157.0% | +10.3% | +146.7% | +140.9% |
| All | +157.0% | +10.4% | +146.6% | +140.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling