+1.2%
EWZ vs TFC
+15.8%
-14.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.6% | -1.2% | +1.8% | +0.9% |
| 30D | -25.5% | +7.8% | -33.3% | -27.1% |
| 3M | -4.5% | -3.0% | -1.6% | -3.6% |
| 6M | -15.3% | +5.8% | -21.1% | -17.7% |
| YTD | +3.1% | +5.3% | -2.2% | -2.2% |
| 1Y | +1.2% | +15.7% | -14.5% | -7.0% |
| All | +1.2% | +15.8% | -14.6% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling