+50.4%
EWZ vs TE
-20.2%
+70.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.0% | -8.0% | +1.6% |
| 7D | +5.6% | +18.2% | -12.6% | +4.8% |
| 30D | +9.3% | -13.5% | +22.8% | +9.8% |
| 3M | +15.7% | -44.6% | +60.3% | +17.8% |
| 6M | +7.4% | -24.7% | +32.1% | +7.1% |
| YTD | +22.7% | -24.3% | +46.9% | +21.9% |
| 1Y | +36.4% | +155.6% | -119.2% | +27.3% |
| 3Y | +50.4% | -18.3% | +68.6% | +48.9% |
| All | +50.4% | -20.2% | +70.6% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling