+77.6%
EWZ vs TDG
+13,892.6%
-13,815.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +0.8% |
| 7D | +0.8% | +1.7% | -0.9% | -0.1% |
| 30D | -24.4% | +9.7% | -34.1% | -28.1% |
| 3M | -4.6% | -2.3% | -2.3% | -4.2% |
| 6M | -11.6% | +1.3% | -12.9% | -13.4% |
| YTD | +2.4% | -8.5% | +10.8% | +4.3% |
| 1Y | +2.1% | -8.1% | +10.2% | +3.8% |
| 3Y | +18.7% | +43.4% | -24.7% | -7.4% |
| 5Y | +54.2% | +127.8% | -73.6% | -9.1% |
| 10Y | +65.9% | +554.4% | -488.5% | -50.0% |
| All | +77.6% | +13,892.6% | -13,815.0% | -91.0% |
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