+285.0%
TSM vs EWY
+152.3%
+132.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.1% |
| 7D | +4.8% | +6.7% | -1.9% | +0.4% |
| 30D | +4.0% | +17.0% | -12.9% | -6.6% |
| 3M | +2.0% | +3.7% | -1.7% | -2.8% |
| 6M | +25.5% | +42.5% | -17.0% | -10.3% |
| YTD | +44.0% | +96.2% | -52.2% | -23.1% |
| 1Y | +75.4% | +160.4% | -84.9% | -27.2% |
| 3Y | +406.7% | +231.7% | +175.1% | +68.0% |
| 5Y | +285.0% | +153.3% | +131.7% | +55.4% |
| All | +285.0% | +152.3% | +132.6% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling