+60.8%
EWZ vs TFC
+82.1%
-21.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +1.3% | +1.7% | -0.4% | +0.6% |
| 30D | -26.2% | +9.0% | -35.2% | -29.0% |
| 3M | -8.6% | -2.1% | -6.5% | -8.2% |
| 6M | -17.0% | +3.4% | -20.4% | -18.8% |
| YTD | +2.2% | +5.3% | -3.1% | -1.2% |
| 1Y | +2.7% | +16.2% | -13.5% | -5.0% |
| 3Y | +18.2% | +94.8% | -76.6% | -16.2% |
| 5Y | +56.0% | -0.7% | +56.7% | +46.0% |
| 10Y | +60.8% | +80.9% | -20.1% | +15.4% |
| All | +60.8% | +82.1% | -21.2% | +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