+432.5%
EWZ vs TAP
+128.4%
+304.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +6.5% | -2.3% | +8.8% | +7.5% |
| 30D | +4.8% | -2.1% | +7.0% | +5.6% |
| 3M | +9.9% | +6.6% | +3.3% | +6.2% |
| 6M | +1.9% | -11.5% | +13.4% | +6.1% |
| YTD | +20.3% | -10.3% | +30.6% | +23.7% |
| 1Y | +35.6% | -14.4% | +50.0% | +41.5% |
| 3Y | +43.4% | -28.3% | +71.7% | +57.5% |
| 5Y | +55.9% | +1.7% | +54.2% | +41.7% |
| 10Y | +84.2% | -49.2% | +133.4% | +115.2% |
| All | +432.5% | +128.4% | +304.2% | +231.2% |
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