+346.7%
EWZ vs TAP
+138.1%
+208.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.7% |
| 7D | -4.2% | +7.7% | -11.9% | -7.3% |
| 30D | -26.1% | +14.4% | -40.6% | -30.3% |
| 3M | -12.0% | +2.0% | -14.1% | -13.3% |
| 6M | -19.3% | +2.5% | -21.7% | -21.1% |
| YTD | +0.9% | -6.4% | +7.3% | +1.6% |
| 1Y | +3.4% | -2.3% | +5.7% | +1.9% |
| 3Y | +18.6% | -20.3% | +38.9% | +24.1% |
| 5Y | +56.6% | +6.9% | +49.7% | +39.1% |
| 10Y | +50.3% | -46.3% | +96.6% | +70.9% |
| All | +346.7% | +138.1% | +208.6% | +172.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling