+2.7%
EWZ vs TE
-49.5%
+52.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -9.6% | +8.2% | -0.9% |
| 7D | +1.3% | -26.9% | +28.2% | +3.0% |
| 30D | -26.2% | -38.9% | +12.8% | -24.5% |
| 3M | -8.6% | -61.0% | +52.4% | -4.7% |
| 6M | -17.0% | -66.4% | +49.4% | -13.9% |
| YTD | +2.2% | -69.0% | +71.2% | +7.1% |
| 1Y | +2.7% | -54.0% | +56.7% | +7.0% |
| All | +2.7% | -49.5% | +52.2% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 1y: compounded portfolio wealth divided by compounded TE 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…
1y analysis · Full analysis span regression · 6 months rolling