+108.7%
EWZ vs TDG
+13,257.8%
-13,149.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +6.5% | -2.0% | +8.5% | +7.5% |
| 30D | +4.8% | -7.4% | +12.2% | +8.6% |
| 3M | +9.9% | -5.4% | +15.3% | +12.1% |
| 6M | +1.9% | -11.6% | +13.6% | +7.0% |
| YTD | +20.3% | -12.6% | +32.9% | +26.3% |
| 1Y | +35.6% | -9.3% | +45.0% | +39.2% |
| 3Y | +43.4% | +49.2% | -5.7% | +9.7% |
| 5Y | +55.9% | +132.1% | -76.2% | -8.8% |
| 10Y | +84.2% | +544.8% | -460.7% | -43.8% |
| All | +108.7% | +13,257.8% | -13,149.1% | -89.1% |
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