+66.5%
EWZ vs TAP
-46.0%
+112.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.9% | +0.2% |
| 7D | +0.8% | +1.3% | -0.5% | +0.3% |
| 30D | -24.4% | +5.7% | -30.1% | -26.0% |
| 3M | -4.6% | -1.9% | -2.7% | -4.4% |
| 6M | -11.6% | +0.9% | -12.5% | -12.8% |
| YTD | +2.4% | -9.5% | +11.9% | +4.3% |
| 1Y | +2.1% | -9.0% | +11.0% | +3.6% |
| 3Y | +18.7% | -22.2% | +41.0% | +24.9% |
| 5Y | +54.2% | +1.2% | +52.9% | +39.4% |
| All | +66.5% | -46.0% | +112.5% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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