+2.7%
EWZ vs TD
+55.9%
-53.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +1.3% | -0.7% | +2.0% | +1.6% |
| 30D | -26.2% | +7.6% | -33.8% | -29.1% |
| 3M | -8.6% | +3.0% | -11.7% | -10.4% |
| 6M | -17.0% | +16.8% | -33.9% | -26.1% |
| YTD | +2.2% | +34.3% | -32.2% | -17.3% |
| 1Y | +2.7% | +56.0% | -53.3% | -14.7% |
| All | +2.7% | +55.9% | -53.2% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling