+84.4%
TSM vs EWY
+165.3%
-81.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.6% | -1.7% | +0.6% |
| 7D | +2.7% | +4.8% | -2.1% | +0.3% |
| 30D | +3.6% | +11.7% | -8.1% | -2.2% |
| 3M | -3.4% | -7.4% | +4.0% | -1.2% |
| 6M | +20.6% | +40.6% | -19.9% | -4.1% |
| YTD | +41.9% | +94.3% | -52.4% | -13.0% |
| 1Y | +84.4% | +164.3% | -79.9% | -14.3% |
| All | +84.4% | +165.3% | -81.0% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWY.
Daily Out/Under-Performance
Portfolio return minus EWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWY 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 EWY 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