+62.3%
EWZ vs TDG
+135.7%
-73.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.4% | +2.4% |
| 7D | +5.6% | -0.9% | +6.5% | +5.8% |
| 30D | +9.3% | -6.5% | +15.8% | +11.1% |
| 3M | +15.7% | -5.1% | +20.8% | +16.8% |
| 6M | +7.4% | -11.5% | +19.0% | +10.3% |
| YTD | +22.7% | -13.9% | +36.6% | +26.4% |
| 1Y | +36.4% | -11.5% | +47.8% | +39.2% |
| 3Y | +50.4% | +53.7% | -3.3% | +24.7% |
| All | +62.3% | +135.7% | -73.4% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling