+5,121.6%
TSM vs EWY
+1,241.1%
+3,880.5%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.6% | -1.7% | -0.3% |
| 7D | +2.7% | +4.8% | -2.1% | -0.6% |
| 30D | +3.6% | +11.7% | -8.1% | -4.5% |
| 3M | -3.4% | -7.4% | +4.0% | -1.4% |
| 6M | +20.6% | +40.6% | -19.9% | -11.4% |
| YTD | +41.9% | +94.3% | -52.4% | -18.0% |
| 1Y | +84.4% | +164.3% | -79.9% | -14.5% |
| 3Y | +380.2% | +221.0% | +159.2% | +93.9% |
| 5Y | +275.3% | +139.1% | +136.2% | +86.5% |
| 10Y | +1,751.4% | +298.8% | +1,452.6% | +536.7% |
| All | +5,121.6% | +1,241.1% | +3,880.5% | +412.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling