+1,643.1%
TSM vs EWY
+229.0%
+1,414.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -0.4% |
| 7D | +6.2% | +4.2% | +2.0% | +3.1% |
| 30D | -7.3% | -10.7% | +3.4% | +0.1% |
| 3M | -7.1% | -20.1% | +12.9% | +7.3% |
| 6M | +0.2% | -24.3% | +24.5% | +15.4% |
| YTD | +32.2% | +46.9% | -14.6% | -13.8% |
| 1Y | +42.8% | +55.2% | -12.4% | -11.1% |
| 3Y | +330.4% | +157.0% | +173.4% | +75.8% |
| 5Y | +263.9% | +98.9% | +165.1% | +81.3% |
| All | +1,643.1% | +229.0% | +1,414.1% | +542.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling