+1,757.1%
TSM vs EWY
+298.5%
+1,458.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.5% | +1.3% |
| 7D | +2.6% | +1.2% | +1.4% | +1.7% |
| 30D | +1.4% | +9.3% | -7.9% | -5.3% |
| 3M | +5.0% | +2.4% | +2.5% | +0.1% |
| 6M | +24.0% | +40.3% | -16.3% | -11.5% |
| YTD | +41.6% | +88.0% | -46.4% | -21.7% |
| 1Y | +66.2% | +143.8% | -77.7% | -26.0% |
| 3Y | +398.2% | +217.8% | +180.4% | +77.2% |
| 5Y | +277.6% | +142.7% | +134.9% | +65.5% |
| All | +1,757.1% | +298.5% | +1,458.7% | +467.7% |
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