+66.5%
EWZ vs TFC
+79.2%
-12.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +0.9% |
| 7D | +0.8% | +2.3% | -1.5% | -0.2% |
| 30D | -24.4% | +10.8% | -35.2% | -27.8% |
| 3M | -4.6% | -3.8% | -0.8% | -3.3% |
| 6M | -11.6% | +9.6% | -21.1% | -15.7% |
| YTD | +2.4% | +5.8% | -3.4% | -1.2% |
| 1Y | +2.1% | +16.2% | -14.1% | -5.5% |
| 3Y | +18.7% | +96.0% | -77.3% | -16.1% |
| 5Y | +54.2% | +1.7% | +52.5% | +42.5% |
| All | +66.5% | +79.2% | -12.7% | +15.5% |
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