+432.5%
EWZ vs TDY
+3,340.3%
-2,907.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +6.5% | -1.8% | +8.3% | +7.3% |
| 30D | +4.8% | -10.7% | +15.5% | +9.6% |
| 3M | +9.9% | -1.3% | +11.2% | +10.1% |
| 6M | +1.9% | -10.6% | +12.5% | +6.1% |
| YTD | +20.3% | +19.6% | +0.7% | +11.3% |
| 1Y | +35.6% | +11.6% | +24.0% | +28.5% |
| 3Y | +43.4% | +45.2% | -1.8% | +20.3% |
| 5Y | +55.9% | +36.1% | +19.9% | +31.5% |
| 10Y | +84.2% | +458.8% | -374.7% | -10.0% |
| All | +432.5% | +3,340.3% | -2,907.7% | +73.3% |
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