+52.3%
EWZ vs TFC
-0.5%
+52.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -27.0% |
| 3M | -4.5% | -3.0% | -1.6% | -3.9% |
| 6M | -15.3% | +5.8% | -21.1% | -16.9% |
| YTD | +3.1% | +5.3% | -2.2% | +1.1% |
| 1Y | +1.2% | +15.7% | -14.5% | -3.2% |
| 3Y | +19.3% | +94.8% | -75.5% | -1.2% |
| 5Y | +52.3% | 0.0% | +52.2% | +47.7% |
| All | +52.3% | -0.5% | +52.7% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling