+929.0%
EWY vs TXT
+245.9%
+683.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.9% |
| 7D | +10.4% | -1.1% | +11.5% | +10.8% |
| 30D | -12.7% | +13.3% | -26.0% | -17.2% |
| 3M | -17.3% | -5.1% | -12.2% | -16.2% |
| 6M | -18.6% | -7.1% | -11.4% | -16.7% |
| YTD | +49.5% | -3.2% | +52.8% | +50.4% |
| 1Y | +55.0% | +2.3% | +52.7% | +52.5% |
| 3Y | +159.0% | +11.1% | +147.9% | +142.4% |
| 5Y | +102.5% | +10.0% | +92.5% | +87.1% |
| 10Y | +232.2% | +91.1% | +141.2% | +127.5% |
| All | +929.0% | +245.9% | +683.1% | +292.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling