+353.2%
EWZ vs TDY
+3,526.6%
-3,173.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | +0.8% | +4.1% | -3.3% | -0.8% |
| 30D | -24.4% | +5.7% | -30.1% | -26.5% |
| 3M | -4.6% | -4.4% | -0.1% | -3.5% |
| 6M | -11.6% | +1.2% | -12.8% | -12.9% |
| YTD | +2.4% | +26.0% | -23.7% | -7.9% |
| 1Y | +2.1% | +27.4% | -25.3% | -8.6% |
| 3Y | +18.7% | +67.5% | -48.8% | -6.6% |
| 5Y | +54.2% | +44.9% | +9.3% | +26.1% |
| 10Y | +65.9% | +440.9% | -375.1% | -18.4% |
| All | +353.2% | +3,526.6% | -3,173.4% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling