+50.4%
EWZ vs TKO
+104.9%
-54.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.0% | -3.0% | +1.1% |
| 7D | +5.6% | +7.2% | -1.6% | +4.3% |
| 30D | +9.3% | +4.7% | +4.6% | +8.3% |
| 3M | +15.7% | -3.2% | +18.9% | +16.0% |
| 6M | +7.4% | -2.9% | +10.3% | +7.5% |
| YTD | +22.7% | -5.8% | +28.5% | +23.2% |
| 1Y | +36.4% | -1.1% | +37.4% | +35.4% |
| 3Y | +50.4% | +111.1% | -60.7% | +28.7% |
| All | +50.4% | +104.9% | -54.5% | +28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling