+46.8%
EWZ vs TDY
+47.2%
-0.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.3% |
| 7D | +5.6% | -0.9% | +6.5% | +5.8% |
| 30D | +9.3% | -12.5% | +21.7% | +13.8% |
| 3M | +15.7% | -1.2% | +16.9% | +15.8% |
| 6M | +7.4% | -6.6% | +14.0% | +9.3% |
| YTD | +22.7% | +18.5% | +4.2% | +16.7% |
| 1Y | +36.4% | +10.8% | +25.6% | +31.9% |
| All | +46.8% | +47.2% | -0.4% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 3y: compounded portfolio wealth divided by compounded TDY 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…
3y analysis · Full analysis span regression · 6 months rolling