+89.4%
EWZ vs TDG
+547.7%
-458.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.4% |
| 7D | +0.9% | -1.9% | +2.7% | +1.6% |
| 30D | +12.8% | -7.7% | +20.5% | +16.4% |
| 3M | +10.8% | -9.3% | +20.1% | +14.7% |
| 6M | +2.5% | -9.4% | +11.9% | +5.7% |
| YTD | +21.4% | -14.3% | +35.6% | +27.4% |
| 1Y | +32.8% | -11.8% | +44.6% | +37.4% |
| 3Y | +45.2% | +52.0% | -6.8% | +14.1% |
| 5Y | +63.0% | +128.8% | -65.8% | +2.8% |
| All | +89.4% | +547.7% | -458.3% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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