+84.1%
EWZ vs TD
+295.4%
-211.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.7% |
| 7D | +5.6% | +0.9% | +4.7% | +4.8% |
| 30D | +9.3% | -0.7% | +9.9% | +9.6% |
| 3M | +15.7% | +6.3% | +9.4% | +9.4% |
| 6M | +7.4% | +27.9% | -20.5% | -13.1% |
| YTD | +22.7% | +29.8% | -7.1% | -2.1% |
| 1Y | +36.4% | +63.7% | -27.3% | -10.9% |
| 3Y | +50.4% | +128.3% | -77.9% | -28.7% |
| 5Y | +67.6% | +125.5% | -57.9% | -23.2% |
| 10Y | +84.1% | +296.7% | -212.6% | -53.9% |
| All | +84.1% | +295.4% | -211.3% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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