+64.2%
EWZ vs TKO
+1,112.7%
-1,048.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.4% |
| 7D | +0.1% | +2.6% | -2.5% | -0.5% |
| 30D | -25.9% | +11.6% | -37.5% | -27.6% |
| 3M | -6.1% | -0.1% | -6.0% | -6.3% |
| 6M | -16.1% | +6.7% | -22.8% | -17.8% |
| YTD | +1.0% | -6.0% | +7.0% | +1.4% |
| 1Y | 0.0% | +8.5% | -8.6% | -2.9% |
| 3Y | +16.8% | +150.9% | -134.1% | -7.9% |
| 5Y | +52.1% | +274.0% | -222.0% | +6.3% |
| All | +64.2% | +1,112.7% | -1,048.5% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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