+66.5%
EWZ vs TFC
+77.3%
-10.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +0.8% | +1.2% | -0.4% | +0.2% |
| 30D | -24.4% | +9.7% | -34.0% | -27.5% |
| 3M | -4.6% | -4.8% | +0.2% | -2.9% |
| 6M | -11.6% | +8.4% | -20.0% | -15.3% |
| YTD | +2.4% | +4.7% | -2.3% | -0.7% |
| 1Y | +2.1% | +15.0% | -12.9% | -5.1% |
| 3Y | +18.7% | +93.9% | -75.2% | -15.7% |
| 5Y | +54.2% | +0.6% | +53.5% | +43.1% |
| All | +66.5% | +77.3% | -10.8% | +16.0% |
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