+60.8%
EWZ vs TD
+303.3%
-242.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | +1.3% | -0.7% | +2.0% | +1.8% |
| 30D | -26.2% | +7.6% | -33.8% | -30.8% |
| 3M | -8.6% | +3.0% | -11.7% | -11.5% |
| 6M | -17.0% | +16.8% | -33.9% | -27.9% |
| YTD | +2.2% | +34.3% | -32.2% | -21.1% |
| 1Y | +2.7% | +56.0% | -53.3% | -30.2% |
| 3Y | +18.2% | +132.4% | -114.2% | -44.7% |
| 5Y | +56.0% | +103.7% | -47.6% | -20.0% |
| 10Y | +60.8% | +299.2% | -238.3% | -54.8% |
| All | +60.8% | +303.3% | -242.5% | -54.8% |
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