+30.6%
EWZ vs TEM
+90.1%
-59.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.0% | -7.3% | +0.2% |
| 7D | -1.5% | +5.3% | -6.8% | -1.8% |
| 30D | -24.5% | +8.1% | -32.6% | -25.0% |
| 3M | -10.7% | +64.9% | -75.6% | -13.8% |
| 6M | -19.1% | +42.1% | -61.2% | -21.5% |
| YTD | +1.6% | +28.8% | -27.2% | -1.3% |
| 1Y | +4.3% | +5.5% | -1.2% | +2.3% |
| All | +30.6% | +90.1% | -59.5% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling