+67.0%
EWZ vs TAP
-47.8%
+114.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.2% |
| 7D | +0.6% | -8.0% | +8.6% | +3.5% |
| 30D | -25.5% | +4.1% | -29.6% | -26.7% |
| 3M | -4.5% | -4.4% | -0.2% | -3.5% |
| 6M | -15.3% | -1.9% | -13.3% | -15.6% |
| YTD | +3.1% | -12.1% | +15.1% | +6.1% |
| 1Y | +1.2% | -12.0% | +13.3% | +4.0% |
| 3Y | +19.3% | -25.0% | +44.3% | +27.2% |
| 5Y | +52.3% | -1.1% | +53.4% | +38.7% |
| 10Y | +67.0% | -47.6% | +114.7% | +72.1% |
| All | +67.0% | -47.8% | +114.9% | +72.1% |
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