+349.8%
EWZ vs TD
+2,714.3%
-2,364.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.1% |
| 7D | -1.5% | -1.7% | +0.2% | -0.2% |
| 30D | -24.5% | +8.2% | -32.8% | -29.5% |
| 3M | -10.7% | +1.7% | -12.4% | -12.6% |
| 6M | -19.1% | +14.2% | -33.3% | -28.1% |
| YTD | +1.6% | +32.8% | -31.1% | -20.1% |
| 1Y | +4.3% | +55.5% | -51.2% | -28.1% |
| 3Y | +19.0% | +129.6% | -110.7% | -42.0% |
| 5Y | +57.7% | +102.2% | -44.5% | -16.6% |
| 10Y | +51.3% | +306.3% | -255.0% | -54.2% |
| All | +349.8% | +2,714.3% | -2,364.4% | -54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling