+75.2%
EWZ vs TDG
+13,728.5%
-13,653.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.3% | -0.4% |
| 7D | +0.1% | +1.2% | -1.1% | -0.5% |
| 30D | -25.9% | +8.1% | -34.0% | -29.0% |
| 3M | -6.1% | -2.6% | -3.5% | -5.7% |
| 6M | -16.1% | +1.0% | -17.1% | -17.7% |
| YTD | +1.0% | -9.5% | +10.5% | +3.5% |
| 1Y | 0.0% | -8.0% | +8.0% | +1.6% |
| 3Y | +16.8% | +41.8% | -25.0% | -8.4% |
| 5Y | +52.1% | +125.1% | -73.0% | -9.8% |
| 10Y | +63.6% | +546.7% | -483.1% | -50.4% |
| All | +75.2% | +13,728.5% | -13,653.3% | -91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling