0.0%
EWZ vs TDG
-6.0%
+5.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.3% | -1.7% |
| 7D | +0.1% | +1.2% | -1.1% | 0.0% |
| 30D | -25.9% | +8.1% | -34.0% | -26.4% |
| 3M | -6.1% | -2.6% | -3.5% | -5.1% |
| 6M | -16.1% | +1.0% | -17.1% | -16.2% |
| YTD | +1.0% | -9.5% | +10.5% | -1.9% |
| 1Y | 0.0% | -8.0% | +8.0% | -3.7% |
| All | 0.0% | -6.0% | +5.9% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling