+60.1%
EWZ vs TDY
+33.5%
+26.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.9% |
| 7D | -0.1% | -1.8% | +1.8% | +0.5% |
| 30D | +8.2% | -13.8% | +22.0% | +13.3% |
| 3M | +13.3% | -3.9% | +17.2% | +14.4% |
| 6M | +3.6% | -9.0% | +12.6% | +6.3% |
| YTD | +21.0% | +16.5% | +4.4% | +15.2% |
| 1Y | +34.7% | +9.3% | +25.4% | +30.4% |
| 3Y | +48.3% | +45.1% | +3.2% | +30.0% |
| 5Y | +60.1% | +35.0% | +25.1% | +43.8% |
| All | +60.1% | +33.5% | +26.6% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling