+8.1%
EWZ vs TEM
-11.1%
+19.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.5% | +1.9% |
| 7D | -4.1% | -1.3% | -2.8% | -4.0% |
| 30D | -25.0% | -9.5% | -15.5% | -24.6% |
| 3M | -10.6% | +60.7% | -71.3% | -14.4% |
| 6M | -16.6% | +35.5% | -52.1% | -19.2% |
| YTD | +2.5% | +28.0% | -25.6% | -1.5% |
| 1Y | +8.1% | -10.5% | +18.6% | +6.0% |
| All | +8.1% | -11.1% | +19.2% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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