+36.4%
EWZ vs TEM
-20.5%
+56.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.0% |
| 7D | +5.6% | +3.2% | +2.3% | +5.3% |
| 30D | +9.3% | +23.5% | -14.3% | +7.3% |
| 3M | +15.7% | +32.3% | -16.6% | +12.5% |
| 6M | +7.4% | +23.0% | -15.6% | +4.5% |
| YTD | +22.7% | +8.9% | +13.8% | +19.9% |
| 1Y | +36.4% | -19.9% | +56.2% | +36.0% |
| All | +36.4% | -20.5% | +56.9% | +36.0% |
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