+50.3%
EWZ vs TFC
+90.1%
-39.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | 0.0% | +1.1% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | -25.1% | +9.2% | -34.3% | -28.0% |
| 3M | -7.7% | -2.9% | -4.8% | -6.9% |
| 6M | -15.8% | +3.5% | -19.3% | -17.7% |
| YTD | +3.6% | +5.4% | -1.8% | +0.2% |
| 1Y | +5.5% | +17.3% | -11.8% | -2.7% |
| 3Y | +22.1% | +96.7% | -74.6% | -13.7% |
| 5Y | +58.3% | -1.1% | +59.5% | +48.6% |
| 10Y | +50.3% | +84.7% | -34.5% | +15.4% |
| All | +50.3% | +90.1% | -39.8% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling