+432.5%
EWZ vs TD
+2,677.2%
-2,244.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | +0.4% |
| 7D | +6.5% | +0.3% | +6.2% | +6.2% |
| 30D | +4.8% | +0.4% | +4.5% | +4.3% |
| 3M | +9.9% | +7.6% | +2.3% | +3.1% |
| 6M | +1.9% | +25.0% | -23.0% | -15.3% |
| YTD | +20.3% | +31.0% | -10.7% | -3.9% |
| 1Y | +35.6% | +65.2% | -29.6% | -10.6% |
| 3Y | +43.4% | +122.5% | -79.1% | -27.9% |
| 5Y | +55.9% | +124.8% | -68.9% | -24.2% |
| 10Y | +84.2% | +298.2% | -214.1% | -42.9% |
| All | +432.5% | +2,677.2% | -2,244.7% | -45.8% |
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 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