+43.6%
EWZ vs TFC
+90.2%
-46.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.1% |
| 7D | -1.5% | +1.2% | -2.7% | -2.0% |
| 30D | -24.5% | +8.3% | -32.9% | -27.2% |
| 3M | -10.7% | -5.2% | -5.5% | -9.0% |
| 6M | -19.1% | -0.8% | -18.3% | -19.4% |
| YTD | +1.6% | +3.4% | -1.8% | -0.9% |
| 1Y | +4.3% | +17.0% | -12.7% | -3.7% |
| 3Y | +19.0% | +86.2% | -67.2% | -13.6% |
| 5Y | +57.7% | -2.3% | +60.0% | +48.6% |
| All | +43.6% | +90.2% | -46.6% | +15.0% |
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